Skip to main content
V-Lab

Land & Leisure A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 7, 2016 at 04:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Land & Leisure A/S SGARCH
paramt-stat
ω2.09772.41
α0.30735.29
β0.58209.10
γ10.87310.58
γ2-1.2984-0.61
γ32.02671.37
γ4-3.5705-2.05
γ52.44891.50
γ6-0.7673-0.58
γ70.91790.84
γ8-0.5543-0.56
γ9-0.8003-0.53
Estimation Period:
Jul 29, 1998 to Oct 7, 2016
Impact of return on volatility tomorrow
Volatility Forecasts