Europcar Mobility Group Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4216 | 3.65 | |
| 0.1967 | 4.20 | |
| 0.5746 | 6.98 | |
| -1.7188 | -2.13 | |
| 3.1928 | 2.90 | |
| -2.5636 | -3.30 | |
| 2.5257 | 3.13 | |
| -2.5967 | -2.78 | |
| -3.7591 | -2.05 |
Estimation Period:
Jun 25, 2015 to Nov 19, 2021
Jun 25, 2015 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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