WS Atkins PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 12.00 | |
| 0.0417 | 11.73 | |
| 0.8808 | 147.73 | |
| 0.0880 | 8.75 |
Estimation Period:
Jul 24, 1996 to Jun 30, 2017
Jul 24, 1996 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
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