A.S. Roma S.P.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2397 | 27.19 | |
| 0.4119 | 37.57 | |
| 0.9129 | 247.07 | |
| -0.0032 | -0.34 |
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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