Banca Carige SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1837 | 2.17 | |
| 0.1788 | 8.23 | |
| 0.8190 | 36.48 | |
| 0.1446 | 0.83 | |
| -0.2485 | -0.81 | |
| 0.0408 | 0.14 | |
| 0.2394 | 0.92 | |
| -0.3164 | -1.62 | |
| 0.2407 | 1.65 | |
| -0.1169 | -0.78 | |
| -0.2816 | -1.85 | |
| 0.5423 | 4.73 |
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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