Tod's SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1896 | 12.35 | |
| 0.3024 | 24.59 | |
| 0.8849 | 97.55 | |
| -0.0657 | -7.18 |
Estimation Period:
Nov 3, 2000 to Jun 7, 2024
Nov 3, 2000 to Jun 7, 2024
News Impact Curve
Volatility Forecasts
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