Massimo Zanetti Beverage Group S.p.A. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2378 | 1.95 | |
| 0.6403 | 19.26 | |
| 0.3487 | 12.60 | |
| -2.3354 | -0.83 | |
| 2.0050 | 0.50 | |
| 1.5509 | 0.60 | |
| -2.6051 | -1.02 | |
| 4.2507 | 1.50 | |
| -10.5500 | -2.65 | |
| 32.2719 | 3.89 | |
| -137.1056 | -10.64 |
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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