Dairy Crest Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5523 | 3.96 | |
| 0.2177 | 5.49 | |
| 0.0679 | 1.27 | |
| 0.1028 | 0.76 | |
| -0.2132 | -1.11 | |
| 0.0901 | 0.79 | |
| 0.1566 | 1.49 | |
| -0.3071 | -2.71 | |
| 0.1785 | 2.17 | |
| 0.0959 | 1.54 | |
| -0.1749 | -2.38 | |
| 0.0904 | 0.84 |
Estimation Period:
Aug 27, 1996 to Apr 12, 2019
Aug 27, 1996 to Apr 12, 2019
News Impact Curve
Volatility Forecasts
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