Industria Macchine Automatiche SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7000 | 3.59 | |
| 0.1585 | 8.79 | |
| 0.8179 | 53.30 | |
| -0.0982 | -0.65 | |
| 0.1818 | 0.85 | |
| -0.1457 | -1.06 | |
| 0.0843 | 0.61 | |
| 0.0052 | 0.04 | |
| -0.0834 | -0.63 | |
| 0.1475 | 0.90 | |
| -0.1162 | -0.61 | |
| -0.2795 | -1.69 | |
| 0.5775 | 5.94 |
Estimation Period:
Jun 12, 1995 to Jan 22, 2021
Jun 12, 1995 to Jan 22, 2021
News Impact Curve
Volatility Forecasts
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