EI Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 9.66 | |
| 0.0194 | 12.38 | |
| 0.9535 | 430.85 | |
| 0.0542 | 12.36 |
Estimation Period:
Nov 6, 1995 to Feb 28, 2020
Nov 6, 1995 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
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