Italiaonline S.p.A. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2853 | 0.78 | |
| 0.4213 | 8.41 | |
| 0.5661 | 17.68 | |
| -0.2518 | -1.10 | |
| 0.5583 | 1.56 | |
| -0.5637 | -2.24 | |
| 0.5248 | 2.31 | |
| -0.6824 | -3.62 | |
| 0.6336 | 3.16 | |
| -0.8235 | -3.61 |
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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