Carraro S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3171 | 21.17 | |
| 0.0838 | 18.11 | |
| 0.8253 | 154.90 | |
| 0.0773 | 8.03 |
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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