Debenhams PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 5.76 | |
| 0.0393 | 20.09 | |
| 0.9584 | 379.25 |
Estimation Period:
May 3, 2006 to Apr 5, 2019
May 3, 2006 to Apr 5, 2019
News Impact Curve
Volatility Forecasts
Other Debenhams PLC Analyses
Other GARCH Analyses on International Equities