ASTM S.p.A. AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1739 | 16.70 | |
| 0.0976 | 32.97 | |
| 0.8533 | 195.76 | |
| 0.5291 | 11.03 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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