EI Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5462 | 3.47 | |
| 0.1731 | 6.11 | |
| 0.7263 | 20.42 | |
| 0.0304 | 0.60 | |
| -0.0676 | -0.98 | |
| 0.1484 | 4.12 | |
| -0.2681 | -6.04 | |
| 0.2299 | 3.34 | |
| -0.0808 | -1.24 |
Estimation Period:
Nov 6, 1995 to Feb 28, 2020
Nov 6, 1995 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
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