Evolution Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2267 | 5.72 | |
| 0.0779 | 9.50 | |
| 0.8866 | 109.22 | |
| 0.0199 | 1.74 |
Estimation Period:
Jun 25, 1997 to Dec 21, 2011
Jun 25, 1997 to Dec 21, 2011
News Impact Curve
Volatility Forecasts
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