IHS Markit Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4894 | 8.43 | |
| 0.2405 | 22.14 | |
| 0.5153 | 17.61 | |
| 0.3823 | 8.91 |
Estimation Period:
Jun 19, 2014 to Feb 25, 2022
Jun 19, 2014 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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