Dignity PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1398 | 12.18 | |
| 0.8166 | 85.24 | |
| -0.0209 | -1.33 | |
| 0.0031 | 2.40 | |
| 0.0086 | 4.63 | |
| 0.9914 | 476.63 |
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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