City of London Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 6.75 | |
| 0.0300 | 5.23 | |
| 0.9348 | 255.00 | |
| 0.0704 | 7.24 |
Estimation Period:
Jan 4, 2007 to Jan 20, 2023
Jan 4, 2007 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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