G City Europe Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 4.00 | |
| 0.2555 | 4.38 | |
| 0.5783 | 8.51 | |
| -0.1894 | -1.06 | |
| 1.1251 | 4.90 | |
| -2.1826 | -14.57 | |
| 1.6462 | 9.93 | |
| -0.5046 | -2.82 | |
| 0.1503 | 0.77 | |
| 0.0022 | 0.01 | |
| 0.0156 | 0.04 | |
| -0.1553 | -0.50 |
Estimation Period:
Mar 25, 2003 to Feb 18, 2022
Mar 25, 2003 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
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