McKesson Europe AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0978 | 8.91 | |
| 0.1221 | 6.83 | |
| 0.7304 | 17.57 | |
| -0.0237 | -0.62 | |
| 0.0922 | 1.62 | |
| -0.1262 | -3.15 | |
| 0.0222 | 0.59 | |
| 0.1451 | 3.68 | |
| -0.1629 | -3.38 | |
| -0.0432 | -0.90 | |
| 0.1572 | 2.63 | |
| -0.0493 | -0.53 | |
| 0.2376 | 1.57 |
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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