Premafin Finanziaria SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3594 | 5.06 | |
| 0.1797 | 7.73 | |
| 0.7153 | 18.09 | |
| -0.1293 | -1.96 | |
| 0.1432 | 1.56 | |
| -0.0647 | -1.02 | |
| 0.0186 | 0.27 | |
| 0.1025 | 1.40 | |
| -0.1136 | -1.54 | |
| 0.2430 | 2.46 | |
| -0.6085 | -3.36 |
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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