Cerved Group S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 17.71 | |
| 0.1243 | 10.58 | |
| 0.8601 | 231.59 | |
| 0.0312 | 1.44 |
Estimation Period:
Jun 24, 2014 to Nov 19, 2021
Jun 24, 2014 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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