Unione di Banche Italiane SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 7.68 | |
| 0.0424 | 10.48 | |
| 0.9390 | 371.28 | |
| 0.0364 | 6.25 |
Estimation Period:
Jun 30, 2003 to Sep 25, 2020
Jun 30, 2003 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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