Avvale SpA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2036 | 7.28 | |
| 0.5798 | 34.63 | |
| 0.4310 | 9.09 | |
| 0.1637 | 0.17 | |
| 0.9854 | 4.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 19, 2018 to Feb 26, 2021
Dec 19, 2018 to Feb 26, 2021
News Impact Curve
Volatility Forecasts
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