Enel Green Power SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 7.40 | |
| 0.0121 | 2.29 | |
| 0.9086 | 149.91 | |
| 0.1001 | 6.96 |
Estimation Period:
Nov 3, 2010 to Mar 24, 2016
Nov 3, 2010 to Mar 24, 2016
News Impact Curve
Volatility Forecasts
Other Enel Green Power SpA Analyses
Other GJR-GARCH Analyses on International Equities