Millennium & Copthorne Hotels PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.4546 | 4.96 | |
| 0.0995 | 114.29 | |
| 0.9923 | 653.71 | |
| 2.3238 | 294.75 |
Estimation Period:
Apr 24, 1996 to Oct 4, 2019
Apr 24, 1996 to Oct 4, 2019
Other Millennium & Copthorne Hotels PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities