Meggitt PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 11.91 | |
| 0.1607 | 20.21 | |
| 0.9533 | 209.42 | |
| -0.0243 | -4.24 |
Estimation Period:
Jan 1, 1990 to Sep 9, 2022
Jan 1, 1990 to Sep 9, 2022
News Impact Curve
Volatility Forecasts
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