Debenhams PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 1.93 | |
| 0.0637 | 17.76 | |
| 0.9967 | 619.48 | |
| -0.0455 | -11.30 |
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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