UnipolSai SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 15.71 | |
| 0.0558 | 22.50 | |
| 0.8946 | 430.91 | |
| 0.0793 | 13.63 |
Estimation Period:
Jan 1, 1990 to Jun 28, 2024
Jan 1, 1990 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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