IHS Markit Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4533 | 11.14 | |
| 0.2327 | 21.11 | |
| 0.5541 | 28.67 |
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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