Italcementi SpA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 3.36 | |
| 0.0613 | 42.05 | |
| 0.9387 | 745.62 |
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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