Mittel S.p.A GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 11.62 | |
| 0.0376 | 15.84 | |
| 0.9366 | 313.34 | |
| 0.0325 | 6.91 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
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