Britvic PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 13.68 | |
| 0.1798 | 33.72 | |
| 0.9810 | 832.06 | |
| -0.0435 | -5.91 |
Estimation Period:
Dec 8, 2005 to Jan 17, 2025
Dec 8, 2005 to Jan 17, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities