Darktrace PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8136 | 3.15 | |
| 0.1464 | 3.41 | |
| 0.5050 | 3.15 | |
| -0.9828 | -0.09 | |
| -3.8339 | -0.23 | |
| 6.8903 | 0.52 | |
| -0.1855 | -0.02 | |
| -9.3619 | -1.19 | |
| 19.1167 | 1.56 | |
| -25.4158 | -1.40 | |
| 28.7327 | 1.62 | |
| -29.7523 | -2.16 | |
| 21.7713 | 2.47 |
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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