Cable & Wireless Communications PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 12.78 | |
| 0.0149 | 9.79 | |
| 0.9657 | 685.86 | |
| 0.0254 | 8.70 |
Estimation Period:
Jan 2, 1990 to May 13, 2016
Jan 2, 1990 to May 13, 2016
News Impact Curve
Volatility Forecasts
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