Gabelli Value For Italy S.P.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 0.93 | |
| 0.2910 | 11.02 | |
| 0.9454 | 110.62 | |
| -0.0521 | -1.19 |
Estimation Period:
Apr 20, 2018 to Apr 17, 2020
Apr 20, 2018 to Apr 17, 2020
News Impact Curve
Volatility Forecasts
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