Milano Assicurazioni SPA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 8.56 | |
| 0.1005 | 25.08 | |
| 0.9896 | 1,300.45 | |
| -0.0365 | -9.99 |
Estimation Period:
Jan 1, 1990 to Jan 3, 2014
Jan 1, 1990 to Jan 3, 2014
News Impact Curve
Volatility Forecasts
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