SanPaolo IMI SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 15.18 | |
| 0.0645 | 15.36 | |
| 0.9073 | 308.81 | |
| 0.0312 | 3.96 |
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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