Delta Lloyd NV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6112 | 4.47 | |
| 0.0980 | 3.53 | |
| 0.7437 | 11.15 | |
| 0.5884 | 1.80 | |
| -1.4182 | -2.97 | |
| 1.3574 | 3.44 | |
| -0.0383 | -0.07 | |
| -3.2199 | -2.81 |
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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