Lottomatica SpA/Roma GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 2.56 | |
| 0.1311 | 10.76 | |
| 0.8847 | 121.49 | |
| -0.0317 | -1.29 |
Estimation Period:
Dec 6, 2017 to Feb 21, 2020
Dec 6, 2017 to Feb 21, 2020
News Impact Curve
Volatility Forecasts
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