Credito Artigiano SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 15.30 | |
| 0.1061 | 17.00 | |
| 0.9943 | 1,092.62 | |
| 0.0050 | 0.85 |
Estimation Period:
Jul 13, 1999 to Sep 7, 2012
Jul 13, 1999 to Sep 7, 2012
News Impact Curve
Volatility Forecasts
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