Banco di Sardegna SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7383 | 3.30 | |
| 0.1214 | 8.49 | |
| 0.8154 | 33.42 | |
| -0.1611 | -1.90 | |
| 0.2505 | 2.18 | |
| -0.1767 | -2.66 | |
| 0.1074 | 1.62 | |
| 0.0542 | 0.90 | |
| -0.1612 | -3.24 | |
| 0.1720 | 3.34 | |
| -0.1315 | -2.97 |
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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