Darktrace Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 1.57 | |
| 0.1444 | 15.66 | |
| 1.0000 | 337.50 | |
| 0.0568 | 6.42 |
Estimation Period:
May 3, 2021 to Sep 27, 2024
May 3, 2021 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities