Millennium & Copthorne Hotels PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2517 | 18.96 | |
| 0.1782 | 31.73 | |
| 0.7699 | 122.61 |
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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