Cobham PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5187 | 19.36 | |
| 0.1708 | 22.64 | |
| 0.6358 | 44.06 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2020
Jan 2, 1990 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities