Italcementi SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3187 | 4.75 | |
| 0.0755 | 10.28 | |
| 0.9223 | 131.81 | |
| -0.0255 | -5.89 | |
| 0.0379 | 6.76 |
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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