ASTM S.p.A. APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 13.95 | |
| 0.0926 | 29.37 | |
| 0.8828 | 217.49 | |
| 0.2254 | 12.54 | |
| 1.5416 | 30.98 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities