Aveva Group Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1641 | 6.63 | |
| 0.0157 | 4.06 | |
| 0.8771 | 113.20 | |
| 0.2137 | 6.43 |
Estimation Period:
Jul 5, 2018 to Jan 13, 2023
Jul 5, 2018 to Jan 13, 2023
News Impact Curve
Volatility Forecasts
Other Aveva Group Plc Analyses
Other GJR-GARCH Analyses on International Equities