Millennium & Copthorne Hotels PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3602 | 28.43 | |
| 0.2385 | 40.76 | |
| 0.6934 | 152.83 | |
| -0.0490 | -0.66 |
Estimation Period:
Apr 24, 1996 to Oct 4, 2019
Apr 24, 1996 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
Other Millennium & Copthorne Hotels PLC Analyses
Other AGARCH Analyses on International Equities