Banca Popolare di Milano Scarl EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 15.26 | |
| 0.2175 | 35.95 | |
| 0.9654 | 444.88 | |
| -0.0217 | -3.48 |
Estimation Period:
Jan 8, 1990 to Dec 30, 2016
Jan 8, 1990 to Dec 30, 2016
News Impact Curve
Volatility Forecasts
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