Redde plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 7.75 | |
| 0.0312 | 8.75 | |
| 0.9446 | 410.17 | |
| 0.0484 | 4.44 |
Estimation Period:
Mar 21, 1997 to Feb 14, 2020
Mar 21, 1997 to Feb 14, 2020
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities