Cobham PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 6.09 | |
| 0.0591 | 17.99 | |
| 0.9831 | 526.01 | |
| -0.0367 | -10.50 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2020
Jan 2, 1990 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
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