Italcementi SpA GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4535 | 8.97 | |
| 0.0536 | 86.43 | |
| 0.9990 | 3,542.55 | |
| 6.0113 | 26.39 |
Estimation Period:
Jan 1, 1990 to Oct 7, 2016
Jan 1, 1990 to Oct 7, 2016
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