Cobham PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 11.35 | |
| 0.0000 | 0.00 | |
| 0.9785 | 775.94 | |
| 0.0305 | 16.96 |
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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