Saras S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 9.31 | |
| 0.0371 | 15.82 | |
| 0.9554 | 590.87 | |
| 0.0056 | 1.49 |
Estimation Period:
May 18, 2006 to Sep 6, 2024
May 18, 2006 to Sep 6, 2024
News Impact Curve
Volatility Forecasts
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