ASTM S.p.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 17.63 | |
| 0.1839 | 31.20 | |
| 0.9464 | 275.75 | |
| -0.0473 | -9.86 |
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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