DG INNOVATE PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.67 | |
| 0.2401 | 6.05 | |
| 0.5158 | 7.71 | |
| 0.4882 | 1.96 |
Estimation Period:
Mar 30, 2017 to Jan 31, 2025
Mar 30, 2017 to Jan 31, 2025
News Impact Curve
Volatility Forecasts
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