Jimmy Choo PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 1.96 | |
| 0.3300 | 21.17 | |
| 0.9833 | 78.18 | |
| -0.1436 | -8.41 |
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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