Prelios SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 11.86 | |
| 0.2005 | 45.83 | |
| 0.9924 | 948.77 | |
| -0.0441 | -8.81 |
Estimation Period:
Jun 24, 2002 to May 4, 2018
Jun 24, 2002 to May 4, 2018
News Impact Curve
Volatility Forecasts
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