Mundys SpA MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0787 | 17.49 | |
| 0.6944 | 61.33 | |
| 0.1758 | 19.90 | |
| 0.0148 | 1.89 | |
| 0.1139 | 3.59 | |
| 0.8861 | 27.18 |
Estimation Period:
Oct 14, 1998 to Dec 9, 2022
Oct 14, 1998 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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