William Hill Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3524 | 3.24 | |
| 0.1195 | 6.21 | |
| 0.8468 | 68.15 | |
| 0.0396 | 0.13 | |
| -0.0152 | -0.04 | |
| 0.3301 | 1.16 | |
| -0.9030 | -3.02 | |
| 0.8642 | 2.80 | |
| -0.3850 | -1.32 | |
| 0.0140 | 0.05 | |
| 0.3463 | 0.88 | |
| -1.1603 | -2.34 | |
| 1.4952 | 4.29 |
Estimation Period:
Jun 14, 2002 to Apr 16, 2021
Jun 14, 2002 to Apr 16, 2021
News Impact Curve
Volatility Forecasts
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