Credito Artigiano SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8066 | 5.05 | |
| 0.1372 | 4.67 | |
| 0.6183 | 9.52 | |
| 0.5070 | 0.93 | |
| -0.8903 | -0.96 | |
| 0.1940 | 0.30 | |
| 0.6795 | 1.48 | |
| -0.6097 | -1.10 | |
| 0.3766 | 0.53 | |
| -0.5942 | -0.88 | |
| 0.0650 | 0.13 | |
| 1.1444 | 2.51 | |
| -1.4408 | -4.23 |
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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