ARM Holdings PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 8.12 | |
| 0.0435 | 18.02 | |
| 0.9404 | 374.64 | |
| 0.0221 | 3.31 |
Estimation Period:
Apr 23, 1998 to Sep 2, 2016
Apr 23, 1998 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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