Aldermore Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 3.76 | |
| 0.1901 | 6.61 | |
| 0.8018 | 78.36 | |
| 0.0163 | 0.47 |
Estimation Period:
Mar 9, 2015 to Mar 9, 2018
Mar 9, 2015 to Mar 9, 2018
News Impact Curve
Volatility Forecasts
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