Devro plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 12.05 | |
| 0.0097 | 9.33 | |
| 0.9654 | 610.61 | |
| 0.0391 | 13.66 |
Estimation Period:
Jun 29, 1993 to Apr 6, 2023
Jun 29, 1993 to Apr 6, 2023
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities