Shire PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2837 | 23.73 | |
| 0.1242 | 32.60 | |
| 0.8188 | 229.28 | |
| 0.3494 | 5.96 |
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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