Cable & Wireless Communications PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8039 | 9.86 | |
| 0.0573 | 5.30 | |
| 0.8461 | 25.93 | |
| 0.0683 | 1.41 | |
| -0.0692 | -0.88 | |
| 0.0620 | 0.87 | |
| -0.1610 | -2.24 | |
| 0.0645 | 0.91 | |
| 0.1200 | 1.37 | |
| -0.0862 | -0.90 | |
| -0.0938 | -0.93 | |
| 0.3243 | 2.60 |
Estimation Period:
Jan 2, 1990 to May 13, 2016
Jan 2, 1990 to May 13, 2016
News Impact Curve
Volatility Forecasts
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