Land & Leisure A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1866 | 2.31 | |
| 0.2204 | 5.72 | |
| 0.7406 | 18.91 | |
| -0.1267 | -0.30 | |
| 0.0254 | 0.04 | |
| 0.2432 | 0.54 | |
| -0.2913 | -0.49 | |
| 0.8122 | 1.22 | |
| -2.5936 | -3.04 |
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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