Homeserve Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2974 | 1.19 | |
| 0.0907 | 4.79 | |
| 0.8662 | 26.25 | |
| -0.3111 | -0.93 | |
| 0.6192 | 1.37 | |
| -0.4879 | -2.60 | |
| 0.2390 | 1.75 | |
| -0.1009 | -0.79 | |
| 0.0681 | 0.53 | |
| -0.1080 | -0.80 | |
| 0.1461 | 1.24 | |
| -0.0300 | -0.24 | |
| -0.5726 | -3.10 |
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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