Ansaldo STS SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 6.64 | |
| 0.1830 | 20.20 | |
| 0.9836 | 571.84 | |
| -0.0788 | -14.34 |
Estimation Period:
Mar 29, 2006 to Jan 25, 2019
Mar 29, 2006 to Jan 25, 2019
News Impact Curve
Volatility Forecasts
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