Mediaset Espana Comunicacion SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 15.49 | |
| 0.0403 | 14.14 | |
| 0.9292 | 435.85 | |
| 0.0309 | 6.00 |
Estimation Period:
Jun 23, 2004 to Apr 28, 2023
Jun 23, 2004 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
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