DG INNOVATE PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8118 | 1.77 | |
| 0.3517 | 2.93 | |
| 0.4292 | 3.77 | |
| 10.5720 | 1.17 | |
| -10.8262 | -0.70 | |
| -3.1637 | -0.19 | |
| 4.9603 | 0.37 | |
| -0.1948 | -0.02 | |
| -7.6475 | -0.72 | |
| 17.7086 | 1.55 | |
| -18.3023 | -2.10 |
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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