Millennium & Copthorne Hotels PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3308 | 23.77 | |
| 0.1120 | 5.64 | |
| -0.0477 | -2.13 | |
| 0.3569 | 1.16 | |
| 0.2191 | 1.26 | |
| 0.7007 | 3.07 |
Estimation Period:
Apr 24, 1996 to Oct 10, 2019
Apr 24, 1996 to Oct 10, 2019
News Impact Curve
Volatility Forecasts
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