Carillion PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 14.63 | |
| 0.3276 | 55.29 | |
| 0.9736 | 443.36 | |
| -0.0254 | -3.17 |
Estimation Period:
Jul 29, 1999 to Mar 29, 2024
Jul 29, 1999 to Mar 29, 2024
News Impact Curve
Volatility Forecasts
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