Unione di Banche Italiane SpA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0537 | 7.12 | |
| 0.7830 | 56.53 | |
| 0.0905 | 9.34 | |
| 0.0093 | 1.88 | |
| 0.0411 | 4.32 | |
| 0.9587 | 99.08 |
Estimation Period:
Jun 30, 2003 to Sep 30, 2020
Jun 30, 2003 to Sep 30, 2020
News Impact Curve
Volatility Forecasts
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