Carraro S.p.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1254 | 21.96 | |
| 0.2544 | 37.47 | |
| 0.9310 | 312.95 | |
| -0.0450 | -8.75 |
Estimation Period:
Dec 27, 1995 to Jul 30, 2021
Dec 27, 1995 to Jul 30, 2021
News Impact Curve
Volatility Forecasts
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