Shire PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 15.51 | |
| 0.1489 | 20.22 | |
| 0.9683 | 434.02 | |
| -0.0257 | -3.89 |
Estimation Period:
Feb 14, 1996 to Jan 4, 2019
Feb 14, 1996 to Jan 4, 2019
News Impact Curve
Volatility Forecasts
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