Civitas Social Housing PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 3.92 | |
| 0.2040 | 19.74 | |
| 0.9831 | 338.76 | |
| -0.0999 | -12.37 |
Estimation Period:
Nov 18, 2016 to Jul 28, 2023
Nov 18, 2016 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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