Ferguson PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 8.60 | |
| 0.1842 | 20.41 | |
| 0.9648 | 265.26 | |
| -0.0852 | -7.31 |
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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