Artemis Alpha Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 10.19 | |
| 0.0408 | 11.27 | |
| 0.9317 | 236.40 | |
| 0.0368 | 5.84 |
Estimation Period:
Jan 2, 2007 to Nov 29, 2024
Jan 2, 2007 to Nov 29, 2024
News Impact Curve
Volatility Forecasts
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