Avast Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5829 | 3.24 | |
| 0.2818 | 3.97 | |
| 0.4223 | 3.71 | |
| -1.4284 | -0.31 | |
| 0.2483 | 0.04 | |
| 3.8945 | 1.07 | |
| -4.7495 | -1.25 | |
| 0.0692 | 0.02 | |
| 6.7790 | 0.79 | |
| -13.3278 | -1.03 | |
| 21.4478 | 1.68 | |
| -22.8491 | -1.58 |
Estimation Period:
May 9, 2018 to Sep 9, 2022
May 9, 2018 to Sep 9, 2022
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities