Canary Wharf Group Investment Holdings PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 2.80 | |
| 0.0156 | 6.77 | |
| 0.9734 | 300.34 | |
| 0.0147 | 2.43 |
Estimation Period:
Jun 10, 2004 to Apr 17, 2015
Jun 10, 2004 to Apr 17, 2015
News Impact Curve
Volatility Forecasts
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