SanPaolo IMI SpA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 15.19 | |
| 0.0811 | 31.00 | |
| 0.9052 | 310.20 |
Estimation Period:
Apr 1, 1992 to Dec 29, 2006
Apr 1, 1992 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
Other SanPaolo IMI SpA Analyses
Other GARCH Analyses on International Equities