ASTM S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1574 | 18.30 | |
| 0.0529 | 16.62 | |
| 0.8756 | 231.75 | |
| 0.0695 | 11.10 |
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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