Italcementi SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 13.75 | |
| 0.1476 | 36.59 | |
| 0.9928 | 2,230.96 | |
| -0.0333 | -10.06 |
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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