Italcementi SpA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 5.13 | |
| 0.0589 | 39.53 | |
| 0.9411 | 592.63 | |
| 0.1437 | 11.77 | |
| 1.9474 | 40.81 |
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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