A.S. Roma S.P.A. AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9832 | 20.43 | |
| 0.3422 | 23.41 | |
| 0.6363 | 55.27 | |
| -0.1041 | -1.00 |
Estimation Period:
May 22, 2000 to Sep 9, 2022
May 22, 2000 to Sep 9, 2022
News Impact Curve
Volatility Forecasts
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