Land & Leisure A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1885 | 2.04 | |
| 0.2229 | 5.40 | |
| 0.7194 | 16.05 | |
| 0.5383 | 0.38 | |
| -1.1250 | -0.57 | |
| 0.8270 | 0.84 | |
| -0.2618 | -0.23 | |
| 0.1286 | 0.10 | |
| -0.5846 | -0.47 | |
| 2.2038 | 1.74 | |
| -3.9708 | -4.29 | |
| 3.2075 | 6.82 |
Estimation Period:
Jan 10, 1991 to Oct 7, 2016
Jan 10, 1991 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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