Credito Valtellinese SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0806 | 26.62 | |
| 0.3031 | 43.06 | |
| 0.9537 | 449.64 | |
| -0.0276 | -4.55 |
Estimation Period:
Jan 8, 1990 to May 28, 2021
Jan 8, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
Other Credito Valtellinese SpA Analyses
Other EGARCH Analyses on International Equities