SanPaolo IMI SpA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0818 | 19.22 | |
| 0.8049 | 80.16 | |
| 0.0610 | 8.71 | |
| 0.0101 | 2.85 | |
| 0.0268 | 5.78 | |
| 0.9708 | 191.79 |
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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