Ferguson PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 8.06 | |
| 0.0947 | 19.65 | |
| 0.8893 | 171.18 | |
| 0.6103 | 9.81 |
Estimation Period:
May 16, 2019 to Jul 26, 2024
May 16, 2019 to Jul 26, 2024
News Impact Curve
Volatility Forecasts
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