Gabelli Value For Italy S.P.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 5.37 | |
| 0.2174 | 5.42 | |
| 0.7353 | 43.73 | |
| 0.0945 | 1.42 |
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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