Industria Macchine Automatiche SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4878 | 5.16 | |
| 0.1570 | 10.64 | |
| 0.7852 | 38.95 | |
| 0.0020 | 0.03 | |
| 0.0072 | 0.07 | |
| -0.0233 | -0.30 | |
| 0.0363 | 0.49 | |
| -0.0297 | -0.47 | |
| 0.0049 | 0.07 | |
| 0.0770 | 0.84 | |
| -0.6359 | -4.51 |
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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