Carraro S.p.A. GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3616 | 22.40 | |
| 0.1248 | 32.11 | |
| 0.8120 | 143.97 |
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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