Devro plc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2195 | 13.66 | |
| 0.1113 | 41.71 | |
| 0.8358 | 206.27 | |
| 0.5078 | 6.39 |
Estimation Period:
Jun 29, 1993 to Apr 6, 2023
Jun 29, 1993 to Apr 6, 2023
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities