Credito Valtellinese SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5531 | 4.71 | |
| 0.2504 | 7.58 | |
| 0.6529 | 21.22 | |
| -0.0324 | -0.64 | |
| 0.1031 | 1.24 | |
| -0.1827 | -2.63 | |
| 0.2188 | 3.41 | |
| -0.1494 | -2.97 | |
| 0.0601 | 1.50 | |
| -0.0262 | -0.73 | |
| -0.1611 | -3.08 |
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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