Luxottica Group SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1252 | 3.66 | |
| 0.0657 | 6.30 | |
| 0.8890 | 46.80 | |
| -0.1101 | -0.57 | |
| -0.0309 | -0.12 | |
| 0.5865 | 2.99 | |
| -0.8653 | -4.32 | |
| 0.5947 | 3.45 | |
| -0.2484 | -1.39 | |
| 0.2512 | 1.37 | |
| -0.5020 | -3.31 | |
| 0.5175 | 4.83 |
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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