Dairy Crest Group Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2460 | 16.68 | |
| 0.1256 | 27.01 | |
| 0.8019 | 106.16 |
Estimation Period:
Aug 27, 1996 to Apr 12, 2019
Aug 27, 1996 to Apr 12, 2019
News Impact Curve
Volatility Forecasts
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