Canary Wharf Group Investment Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4523 | 2.06 | |
| 0.4786 | 3.32 | |
| 0.1030 | 1.78 | |
| -0.2112 | -0.25 | |
| -0.3173 | -0.26 | |
| 2.0098 | 2.48 | |
| -3.5810 | -4.06 | |
| 3.3620 | 6.57 | |
| -1.6623 | -4.60 | |
| 0.5477 | 1.52 | |
| -0.1686 | -0.68 |
Estimation Period:
Jun 10, 2004 to Apr 17, 2015
Jun 10, 2004 to Apr 17, 2015
News Impact Curve
Volatility Forecasts
Other Canary Wharf Group Investment Holdings PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities