Credito Bergamasco SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0250 | 4.79 | |
| 0.1428 | 7.64 | |
| 0.7721 | 26.57 | |
| -0.0113 | -0.21 | |
| -0.0037 | -0.04 | |
| 0.0236 | 0.27 | |
| -0.0122 | -0.15 | |
| 0.0548 | 0.80 | |
| -0.1352 | -2.04 | |
| 0.3154 | 3.10 |
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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