Land & Leisure A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0977 | 2.41 | |
| 0.3073 | 5.29 | |
| 0.5820 | 9.10 | |
| 0.8731 | 0.58 | |
| -1.2984 | -0.61 | |
| 2.0267 | 1.37 | |
| -3.5705 | -2.05 | |
| 2.4489 | 1.50 | |
| -0.7673 | -0.58 | |
| 0.9179 | 0.84 | |
| -0.5543 | -0.56 | |
| -0.8003 | -0.53 |
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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