Delta Lloyd NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7110 | 2.98 | |
| 0.0916 | 3.78 | |
| 0.8127 | 15.36 | |
| 1.6137 | 1.15 | |
| -1.9318 | -0.98 | |
| -0.7278 | -0.70 | |
| 1.7786 | 1.95 | |
| -1.2879 | -1.34 | |
| 3.2129 | 3.36 | |
| -6.7407 | -8.20 | |
| 5.9914 | 7.83 |
Estimation Period:
Nov 2, 2009 to May 26, 2017
Nov 2, 2009 to May 26, 2017
News Impact Curve
Volatility Forecasts
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