EMIS Group plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7187 | 14.09 | |
| 0.1182 | 9.37 | |
| 0.6962 | 63.65 | |
| 0.1102 | 2.71 |
Estimation Period:
Mar 26, 2010 to Oct 20, 2023
Mar 26, 2010 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
Other EMIS Group plc Analyses
Other GJR-GARCH Analyses on International Equities