Luxottica Group SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 11.00 | |
| 0.0233 | 9.92 | |
| 0.9308 | 349.00 | |
| 0.0677 | 11.90 |
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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