Gabelli Value For Italy S.P.A. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0128 | 3.16 | |
| 0.2755 | 2.73 | |
| 0.4656 | 2.97 | |
| -62.6199 | -1.26 | |
| 57.2098 | 0.65 | |
| -15.1789 | -0.21 | |
| 99.1203 | 1.53 | |
| -166.8269 | -2.55 | |
| 215.1334 | 2.81 |
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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