Debenhams PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 3.72 | |
| 0.0508 | 24.48 | |
| 0.9424 | 293.14 | |
| 0.7835 | 10.20 |
Estimation Period:
May 3, 2006 to Apr 5, 2019
May 3, 2006 to Apr 5, 2019
News Impact Curve
Volatility Forecasts
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