SanPaolo IMI SpA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 15.30 | |
| 0.0868 | 29.62 | |
| 0.9086 | 312.66 | |
| 0.1099 | 6.19 | |
| 1.5867 | 25.37 |
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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