SanPaolo IMI SpA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 14.45 | |
| 0.0810 | 30.93 | |
| 0.9057 | 310.06 | |
| 0.1674 | 4.21 |
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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