Finablr PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6568 | 1.95 | |
| 0.0000 | 0.00 | |
| 0.8144 | 15.37 | |
| 0.3711 | 2.09 |
Estimation Period:
May 14, 2019 to Mar 13, 2020
May 14, 2019 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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