Unione di Banche Italiane SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 9.66 | |
| 0.1354 | 21.69 | |
| 0.9920 | 1,579.56 | |
| -0.0369 | -7.00 |
Estimation Period:
Jun 30, 2003 to Sep 25, 2020
Jun 30, 2003 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
Other Unione di Banche Italiane SpA Analyses
Other EGARCH Analyses on International Equities