AA Ltd/United Kingdom Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5316 | 1.93 | |
| 0.2664 | 5.96 | |
| 0.7139 | 21.29 | |
| 5.2944 | 1.52 | |
| -8.7690 | -1.46 | |
| 5.0904 | 1.16 | |
| -0.8972 | -0.25 | |
| -3.3753 | -0.94 | |
| 5.5862 | 1.60 | |
| -7.1696 | -2.40 | |
| 7.0215 | 3.80 |
Estimation Period:
Jun 20, 2014 to Mar 5, 2021
Jun 20, 2014 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
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