Skip to main content
V-Lab

Merlin Entertainments Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 5, 2019 at 02:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Merlin Entertainments Ltd SGARCH
paramt-stat
ω0.81882.90
α0.08362.71
β0.53013.39
γ1-1.5786-0.80
γ22.67300.97
γ3-1.2943-0.83
γ4-1.1129-0.82
γ53.72972.67
γ6-4.9456-2.80
γ76.31902.49
γ8-21.4303-5.40
Estimation Period:
Nov 7, 2013 to Nov 1, 2019
Impact of return on volatility tomorrow
Volatility Forecasts