Merlin Entertainments Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 3.89 | |
| 0.2073 | 23.86 | |
| 0.9986 | 407.41 | |
| -0.0838 | -11.15 |
Estimation Period:
Nov 7, 2013 to Nov 1, 2019
Nov 7, 2013 to Nov 1, 2019
News Impact Curve
Volatility Forecasts
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