Banco di Sardegna SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7185 | 3.25 | |
| 0.1222 | 8.52 | |
| 0.8148 | 34.62 | |
| -0.1702 | -2.00 | |
| 0.2645 | 2.30 | |
| -0.1856 | -2.80 | |
| 0.1149 | 1.73 | |
| 0.0448 | 0.74 | |
| -0.1412 | -2.80 | |
| 0.1207 | 2.26 | |
| 0.0189 | 0.24 |
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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