CMO Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1533 | 2.14 | |
| 0.0034 | 0.26 | |
| 0.9605 | 86.18 | |
| 0.0510 | 2.47 |
Estimation Period:
Jul 8, 2021 to Mar 28, 2025
Jul 8, 2021 to Mar 28, 2025
News Impact Curve
Volatility Forecasts
Other CMO Group PLC Analyses
Other GJR-GARCH Analyses on International Equities