Interserve PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4201 | 3.20 | |
| 0.1249 | 4.37 | |
| 0.7050 | 12.41 | |
| -0.0181 | -0.17 | |
| 0.0636 | 0.39 | |
| -0.0121 | -0.08 | |
| -0.1010 | -0.69 | |
| 0.0819 | 1.16 | |
| -0.0066 | -0.08 | |
| -0.1039 | -1.12 | |
| 0.3505 | 4.67 | |
| -0.4229 | -7.01 |
Estimation Period:
Jan 2, 1990 to Mar 15, 2019
Jan 2, 1990 to Mar 15, 2019
News Impact Curve
Volatility Forecasts
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