Daily Mail & General Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2219 | 12.47 | |
| 0.2595 | 5.73 | |
| 0.7401 | 40.44 | |
| 0.0009 | 0.02 |
Estimation Period:
Jan 1, 1990 to Jan 7, 2022
Jan 1, 1990 to Jan 7, 2022
News Impact Curve
Volatility Forecasts
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