Milano Assicurazioni SPA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7677 | 3.76 | |
| 0.0721 | 5.86 | |
| 0.8860 | 44.69 | |
| 0.1019 | 1.08 | |
| -0.1692 | -1.30 | |
| 0.0845 | 1.05 | |
| -0.0569 | -0.84 | |
| 0.0590 | 0.89 | |
| 0.0257 | 0.33 | |
| 0.0472 | 0.44 | |
| -0.4955 | -2.02 |
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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