Merlin Entertainments Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3763 | 12.91 | |
| 0.0592 | 5.99 | |
| 0.6865 | 39.57 | |
| 0.1457 | 4.88 |
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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