Credito Artigiano SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5767 | 3.96 | |
| 0.1268 | 4.89 | |
| 0.7185 | 12.78 | |
| -0.2515 | -2.93 | |
| 0.4655 | 3.92 | |
| -0.3685 | -5.53 | |
| 0.4122 | 5.13 |
Estimation Period:
Jul 13, 1999 to Sep 7, 2012
Jul 13, 1999 to Sep 7, 2012
News Impact Curve
Volatility Forecasts
Other Credito Artigiano SpA Analyses
Other Spline-GARCH Analyses on International Equities