G City Europe Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 3.78 | |
| 0.2521 | 4.42 | |
| 0.5993 | 9.29 | |
| -0.2111 | -1.12 | |
| 1.1651 | 4.84 | |
| -2.2143 | -14.34 | |
| 1.6678 | 9.68 | |
| -0.5130 | -2.76 | |
| 0.1343 | 0.67 | |
| 0.0676 | 0.25 | |
| -0.1464 | -0.37 | |
| 0.2048 | 0.32 |
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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