Massimo Zanetti Beverage Group S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1481 | 6.50 | |
| 0.0886 | 7.42 | |
| 0.8021 | 52.50 | |
| 0.1373 | 2.81 |
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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