Mediaset Espana Comunicacion SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9206 | 6.46 | |
| 0.1078 | 7.13 | |
| 0.7642 | 23.34 | |
| 0.2293 | 4.34 | |
| -0.3694 | -4.80 | |
| 0.1460 | 2.67 | |
| 0.0216 | 0.37 | |
| 0.0079 | 0.13 | |
| -0.1770 | -2.15 |
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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