Actelion Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7646 | 7.12 | |
| 0.1445 | 4.32 | |
| 0.7656 | 16.19 | |
| 0.0253 | 1.37 | |
| -0.0408 | -1.47 | |
| 0.0285 | 1.87 |
Estimation Period:
Apr 5, 2000 to Nov 3, 2017
Apr 5, 2000 to Nov 3, 2017
News Impact Curve
Volatility Forecasts
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