Dignity PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 11.07 | |
| 0.1130 | 9.74 | |
| 0.8784 | 153.22 | |
| 0.0091 | 0.63 |
Estimation Period:
Apr 1, 2004 to May 19, 2023
Apr 1, 2004 to May 19, 2023
News Impact Curve
Volatility Forecasts
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