Cenkos Securities PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2280 | 7.72 | |
| 0.0156 | 6.29 | |
| 0.9297 | 176.35 | |
| 0.0502 | 7.62 |
Estimation Period:
Jan 2, 2007 to Sep 1, 2023
Jan 2, 2007 to Sep 1, 2023
News Impact Curve
Volatility Forecasts
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