SanPaolo IMI SpA Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 7.34 | |
| 0.0994 | 10.19 | |
| 0.8932 | 131.10 | |
| 0.0149 | 1.03 |
Estimation Period:
Apr 1, 1992 to Dec 29, 2006
Apr 1, 1992 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
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