Autogrill SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6299 | 5.21 | |
| 0.0771 | 7.71 | |
| 0.8952 | 63.98 | |
| 0.0774 | 0.96 | |
| -0.1656 | -1.31 | |
| 0.2458 | 2.79 | |
| -0.2715 | -3.42 | |
| 0.1688 | 2.18 | |
| -0.1059 | -1.40 | |
| 0.1927 | 2.06 | |
| -0.7037 | -3.52 |
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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