Banca Carige SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4683 | 4.23 | |
| 0.1913 | 5.30 | |
| 0.7689 | 16.05 | |
| 0.2626 | 2.10 | |
| -0.4384 | -1.99 | |
| 0.1704 | 0.80 | |
| 0.1725 | 0.89 | |
| -0.3211 | -2.33 | |
| 0.2777 | 2.79 | |
| -0.2358 | -2.36 | |
| 0.2078 | 1.51 | |
| -0.7585 | -3.18 |
Estimation Period:
Jan 26, 1995 to Sep 16, 2022
Jan 26, 1995 to Sep 16, 2022
News Impact Curve
Volatility Forecasts
Other Banca Carige SpA Analyses
Other Spline-GARCH Analyses on International Equities