Premafin Finanziaria SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4144 | 5.71 | |
| 0.1374 | 6.09 | |
| 0.8059 | 20.95 | |
| -0.0469 | -1.59 | |
| 0.0205 | 0.47 | |
| 0.0172 | 0.60 | |
| 0.0725 | 2.68 | |
| -0.1027 | -5.16 |
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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