Luxottica Group SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5821 | 5.23 | |
| 0.0603 | 6.83 | |
| 0.9189 | 67.42 | |
| 0.0625 | 1.70 | |
| -0.0837 | -1.46 | |
| 0.0554 | 1.35 | |
| -0.1580 | -2.98 |
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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