Ardagh Group SA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1041 | 9.03 | |
| 0.4046 | 5.98 | |
| 0.1726 | 7.04 | |
| 0.8520 | 0.50 | |
| 0.3083 | 0.56 | |
| 0.5399 | 0.61 |
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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