Ansaldo STS SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0619 | 3.32 | |
| 0.1229 | 5.42 | |
| 0.8599 | 37.53 | |
| -0.1506 | -0.88 | |
| 0.2471 | 0.95 | |
| -0.4135 | -2.40 | |
| 0.6578 | 5.13 | |
| -0.4393 | -4.59 |
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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