Ardagh Group SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1481 | 11.64 | |
| 0.0742 | 7.11 | |
| 0.8747 | 129.36 | |
| 0.0467 | 2.94 |
Estimation Period:
Mar 15, 2017 to Oct 1, 2021
Mar 15, 2017 to Oct 1, 2021
News Impact Curve
Volatility Forecasts
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