Banca Carige SpA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2622 | 27.07 | |
| 0.5217 | 26.37 | |
| 0.0451 | 3.22 | |
| 0.0237 | 1.94 | |
| 0.0928 | 3.71 | |
| 0.9072 | 38.01 |
Estimation Period:
Jan 26, 1995 to Sep 16, 2022
Jan 26, 1995 to Sep 16, 2022
News Impact Curve
Volatility Forecasts
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