Calisen PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2247 | 13.11 | |
| 0.0000 | 0.00 | |
| 0.6053 | 17.58 | |
| 0.7895 | 5.44 |
Estimation Period:
Feb 7, 2020 to Mar 5, 2021
Feb 7, 2020 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
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