Darktrace PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7463 | 12.57 | |
| 0.3028 | 9.20 | |
| 0.6256 | 37.78 | |
| -0.1790 | -4.69 |
Estimation Period:
May 3, 2021 to Sep 27, 2024
May 3, 2021 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
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