Prelios SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0482 | 18.48 | |
| 0.9332 | 782.92 | |
| 0.0372 | 5.78 |
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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