Homeserve Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3490 | 1.11 | |
| 0.1184 | 5.91 | |
| 0.8593 | 37.73 | |
| -0.3634 | -1.08 | |
| 0.6780 | 1.48 | |
| -0.4870 | -2.45 | |
| 0.2261 | 1.48 | |
| -0.1036 | -0.70 | |
| 0.0992 | 0.64 | |
| -0.1753 | -1.07 | |
| 0.2995 | 2.09 | |
| -0.4857 | -4.07 | |
| 0.5344 | 6.45 |
Estimation Period:
Nov 26, 1991 to Dec 30, 2022
Nov 26, 1991 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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