SanPaolo IMI SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8046 | 6.74 | |
| 0.0970 | 7.48 | |
| 0.8530 | 42.04 | |
| 0.0306 | 1.54 | |
| -0.0849 | -2.97 | |
| 0.0835 | 5.62 |
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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