Interserve PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4186 | 3.26 | |
| 0.1257 | 4.35 | |
| 0.6931 | 11.62 | |
| -0.0232 | -0.22 | |
| 0.0719 | 0.45 | |
| -0.0147 | -0.10 | |
| -0.1062 | -0.73 | |
| 0.0934 | 1.33 | |
| -0.0215 | -0.28 | |
| -0.0849 | -0.87 | |
| 0.3163 | 2.97 | |
| -0.3336 | -1.83 |
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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