Banco di Sardegna SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 14.29 | |
| 0.0945 | 14.71 | |
| 0.9873 | 1,321.62 | |
| -0.0176 | -3.73 |
Estimation Period:
Jan 8, 1990 to Sep 11, 2020
Jan 8, 1990 to Sep 11, 2020
News Impact Curve
Volatility Forecasts
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