McKesson Europe AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1309 | 10.00 | |
| 0.1399 | 7.25 | |
| 0.6567 | 13.11 | |
| 0.0156 | 0.68 | |
| 0.0114 | 0.33 | |
| -0.0993 | -4.30 | |
| 0.1611 | 6.93 | |
| -0.1351 | -3.71 | |
| -0.0419 | -0.77 | |
| 0.2341 | 3.51 | |
| -0.2004 | -3.30 |
Estimation Period:
Jan 2, 1990 to Jun 23, 2023
Jan 2, 1990 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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