Millennium & Copthorne Hotels PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1377 | 19.65 | |
| 0.2940 | 35.59 | |
| 0.9101 | 193.30 | |
| -0.0162 | -1.99 |
Estimation Period:
Apr 24, 1996 to Oct 4, 2019
Apr 24, 1996 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
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