Autogrill SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 10.96 | |
| 0.1359 | 38.82 | |
| 0.9889 | 1,135.33 | |
| -0.0432 | -12.69 |
Estimation Period:
Aug 4, 1997 to Jul 21, 2023
Aug 4, 1997 to Jul 21, 2023
News Impact Curve
Volatility Forecasts
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