Daily Mail & General Trust PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8015 | 4.57 | |
| 0.2406 | 4.32 | |
| 0.6178 | 9.51 | |
| 0.0008 | 0.01 | |
| -0.0016 | -0.01 | |
| 0.1519 | 1.92 | |
| -0.4273 | -6.91 | |
| 0.4958 | 8.96 | |
| -0.3190 | -5.75 | |
| 0.0975 | 1.58 | |
| 0.0291 | 0.32 | |
| 0.0121 | 0.09 | |
| -0.0857 | -0.70 |
Estimation Period:
Jan 1, 1990 to Jan 7, 2022
Jan 1, 1990 to Jan 7, 2022
News Impact Curve
Volatility Forecasts
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