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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 04:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Land & Leisure A/S S0GARCH
paramt-stat
ω1.18852.04
α0.22295.40
β0.719416.05
γ10.53830.38
γ2-1.1250-0.57
γ30.82700.84
γ4-0.2618-0.23
γ50.12860.10
γ6-0.5846-0.47
γ72.20381.74
γ8-3.9708-4.29
γ93.20756.82
Estimation Period:
Jan 10, 1991 to Oct 7, 2016
Impact of return on volatility tomorrow
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