Banco di Sardegna SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 10.51 | |
| 0.0309 | 11.48 | |
| 0.9470 | 521.21 | |
| 0.0368 | 6.64 |
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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