Credito Bergamasco SpA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 19.03 | |
| 0.1514 | 30.78 | |
| 0.8069 | 133.84 | |
| -0.0439 | -0.76 |
Estimation Period:
Jan 4, 1990 to May 30, 2014
Jan 4, 1990 to May 30, 2014
News Impact Curve
Volatility Forecasts
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