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Land & Leisure A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 7, 2016 at 04:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Land & Leisure A/S S0GARCH
paramt-stat
ω1.88212.68
α0.29995.40
β0.57838.59
γ10.34740.34
γ2-0.1343-0.10
γ30.35050.54
γ4-2.0380-2.61
γ52.06872.07
γ6-0.4984-0.65
γ70.06440.12
γ8-0.1591-0.39
Estimation Period:
Jul 29, 1998 to Oct 7, 2016
Impact of return on volatility tomorrow
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