Enel Green Power SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 6.31 | |
| 0.0121 | 3.08 | |
| 0.9127 | 170.15 | |
| 0.1059 | 7.24 |
Estimation Period:
Nov 4, 2010 to Mar 24, 2016
Nov 4, 2010 to Mar 24, 2016
News Impact Curve
Volatility Forecasts
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