Unione di Banche Italiane SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6601 | 3.45 | |
| 0.0784 | 5.91 | |
| 0.8849 | 48.45 | |
| 0.1406 | 1.61 | |
| -0.1546 | -1.23 | |
| -0.0427 | -0.52 | |
| 0.0618 | 0.80 | |
| 0.0414 | 0.46 |
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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