Credito Bergamasco SpA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1840 | 19.71 | |
| 0.1556 | 30.75 | |
| 0.7987 | 132.06 |
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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