Land & Leisure A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8821 | 2.68 | |
| 0.2999 | 5.40 | |
| 0.5783 | 8.59 | |
| 0.3474 | 0.34 | |
| -0.1343 | -0.10 | |
| 0.3505 | 0.54 | |
| -2.0380 | -2.61 | |
| 2.0687 | 2.07 | |
| -0.4984 | -0.65 | |
| 0.0644 | 0.12 | |
| -0.1591 | -0.39 |
Estimation Period:
Jul 29, 1998 to Oct 7, 2016
Jul 29, 1998 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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