Credito Valtellinese SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5433 | 4.83 | |
| 0.2381 | 7.38 | |
| 0.6615 | 21.31 | |
| -0.0286 | -0.56 | |
| 0.0960 | 1.16 | |
| -0.1770 | -2.58 | |
| 0.2170 | 3.43 | |
| -0.1577 | -3.19 | |
| 0.0913 | 2.30 | |
| -0.1091 | -3.38 | |
| 0.0954 | 4.72 |
Estimation Period:
Jan 8, 1990 to May 28, 2021
Jan 8, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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