Credito Artigiano SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 7.06 | |
| 0.0488 | 13.12 | |
| 0.9471 | 268.53 | |
| 0.0024 | 0.44 |
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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