Luxottica Group SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 7.65 | |
| 0.1274 | 29.82 | |
| 0.9838 | 711.89 | |
| -0.0602 | -14.86 |
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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