Italcementi SpA Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 6.58 | |
| 0.0904 | 26.31 | |
| 0.8946 | 185.63 | |
| 0.0301 | 4.75 |
Estimation Period:
Nov 6, 1991 to Oct 7, 2016
Nov 6, 1991 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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