A.S. Roma S.P.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9365 | 20.80 | |
| 0.3271 | 12.91 | |
| 0.6516 | 57.36 | |
| -0.0058 | -0.13 |
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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