Carillion PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0464 | 80,463,700.00 | |
| 0.7303 | 7,302,920.00 | |
| 0.2314 | 2,313,700.00 | |
| -0.5521 | -5,521,030.00 | |
| -5.6086 | -56,086,310.00 |
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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