Merlin Entertainments Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8188 | 2.90 | |
| 0.0836 | 2.71 | |
| 0.5301 | 3.39 | |
| -1.5786 | -0.80 | |
| 2.6730 | 0.97 | |
| -1.2943 | -0.83 | |
| -1.1129 | -0.82 | |
| 3.7297 | 2.67 | |
| -4.9456 | -2.80 | |
| 6.3190 | 2.49 | |
| -21.4303 | -5.40 |
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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