N Brown Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 9.04 | |
| 0.0051 | 6.82 | |
| 0.9806 | 1,472.39 | |
| 0.0285 | 15.93 |
Estimation Period:
Jan 2, 1990 to Feb 7, 2025
Jan 2, 1990 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
Other N Brown Group PLC Analyses
Other GJR-GARCH Analyses on International Equities