Luxottica Group SpA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 5.32 | |
| 0.0661 | 29.28 | |
| 0.9156 | 315.18 | |
| 0.7335 | 17.60 |
Estimation Period:
Dec 1, 2000 to Feb 22, 2019
Dec 1, 2000 to Feb 22, 2019
News Impact Curve
Volatility Forecasts
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