Darktrace Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0370 | 10.88 | |
| 0.9607 | 208.26 | |
| -0.0370 | -13.41 | |
| 0.0035 | 0.03 | |
| 0.8123 | 8.00 | |
| 0.1877 | 1.73 |
Estimation Period:
May 3, 2021 to Sep 27, 2024
May 3, 2021 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
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