Italcementi SpA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0052 | -4.75 | |
| 0.0731 | 45.43 | |
| 0.9340 | 737.76 | |
| 0.2853 | 10.59 |
Estimation Period:
Jan 1, 1990 to Oct 7, 2016
Jan 1, 1990 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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