AA Ltd/United Kingdom Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7974 | 2.79 | |
| 0.1950 | 4.14 | |
| 0.4637 | 3.54 | |
| 4.2490 | 1.46 | |
| -4.5644 | -0.94 | |
| -2.2725 | -0.63 | |
| 6.1815 | 2.27 | |
| -5.6222 | -2.66 | |
| 1.4126 | 0.81 | |
| 1.9998 | 1.27 | |
| -0.3247 | -0.18 | |
| -13.8003 | -5.60 |
Estimation Period:
Jun 20, 2014 to Mar 5, 2021
Jun 20, 2014 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other AA Ltd/United Kingdom Analyses
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