TAS Tecnologia Avanzata dei Sistemi S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3265 | 19.31 | |
| 0.1527 | 18.00 | |
| 0.7931 | 150.56 | |
| 0.1083 | 5.73 |
Estimation Period:
May 25, 2000 to Nov 19, 2021
May 25, 2000 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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