Autogrill SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 12.70 | |
| 0.0419 | 20.09 | |
| 0.9323 | 577.62 | |
| 0.0488 | 8.75 |
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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