Premafin Finanziaria SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 17.38 | |
| 0.0854 | 17.63 | |
| 0.8857 | 295.74 | |
| 0.0427 | 4.64 |
Estimation Period:
Jan 8, 1990 to Jan 3, 2014
Jan 8, 1990 to Jan 3, 2014
News Impact Curve
Volatility Forecasts
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