Banca Popolare di Milano Scarl GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1060 | 16.03 | |
| 0.0794 | 22.77 | |
| 0.8834 | 260.44 | |
| 0.0488 | 7.34 |
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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