Meggitt PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1298 | 11.98 | |
| 0.0682 | 14.28 | |
| 0.8760 | 143.05 | |
| 0.0467 | 4.71 |
Estimation Period:
Jan 1, 1990 to Sep 9, 2022
Jan 1, 1990 to Sep 9, 2022
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities