G4S PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4305 | 15.28 | |
| 0.1708 | 25.77 | |
| 0.7347 | 91.25 | |
| 0.3997 | 5.96 |
Estimation Period:
Jun 10, 1996 to Apr 30, 2021
Jun 10, 1996 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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