Playa Hotels & Resorts N.V. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6178 | 2.61 | |
| 0.1595 | 4.06 | |
| 0.7477 | 15.39 | |
| 3.8607 | 1.46 | |
| -8.0032 | -1.91 | |
| 8.1693 | 2.26 | |
| -7.7828 | -2.52 | |
| 6.2456 | 2.66 | |
| -4.0372 | -1.82 | |
| 2.2241 | 0.99 | |
| -2.4361 | -0.93 | |
| 7.6619 | 1.64 | |
| -28.4106 | -2.76 |
Estimation Period:
Mar 13, 2017 to Jun 13, 2025
Mar 13, 2017 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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