Italiaonline S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5012 | 16.42 | |
| 0.1998 | 7.17 | |
| 0.7391 | 87.44 | |
| 0.1221 | 1.67 |
Estimation Period:
Aug 4, 2003 to Oct 25, 2019
Aug 4, 2003 to Oct 25, 2019
News Impact Curve
Volatility Forecasts
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