Milano Assicurazioni SPA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 15.06 | |
| 0.0345 | 14.04 | |
| 0.9410 | 489.59 | |
| 0.0347 | 7.42 |
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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