Jimmy Choo PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3655 | 4.64 | |
| 0.1734 | 14.83 | |
| 0.7280 | 39.11 | |
| 0.9142 | 7.46 |
Estimation Period:
Oct 16, 2014 to Oct 27, 2017
Oct 16, 2014 to Oct 27, 2017
News Impact Curve
Volatility Forecasts
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