WM Morrison Supermarkets Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 13.82 | |
| 0.0279 | 13.63 | |
| 0.9320 | 324.40 | |
| 0.0439 | 9.69 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
News Impact Curve
Volatility Forecasts
Other WM Morrison Supermarkets Ltd Analyses
Other GJR-GARCH Analyses on International Equities