Massimo Zanetti Beverage Group S.p.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 9.39 | |
| 0.5022 | 30.05 | |
| 0.9836 | 249.39 | |
| -0.0857 | -8.23 |
Estimation Period:
Jun 3, 2015 to Feb 5, 2021
Jun 3, 2015 to Feb 5, 2021
News Impact Curve
Volatility Forecasts
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