EI Group PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5451 | 3.48 | |
| 0.1697 | 5.92 | |
| 0.7287 | 20.71 | |
| 0.0324 | 0.64 | |
| -0.0703 | -1.03 | |
| 0.1482 | 4.26 | |
| -0.2634 | -6.63 | |
| 0.2154 | 4.03 | |
| -0.0392 | -0.52 |
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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