ASTM S.p.A. GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1853 | 19.40 | |
| 0.0950 | 32.44 | |
| 0.8590 | 195.94 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities