Fidessa Group PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2563 | 20.88 | |
| 0.3015 | 29.00 | |
| 0.8811 | 139.31 | |
| -0.0087 | -0.93 |
Estimation Period:
Jun 6, 1997 to Aug 31, 2018
Jun 6, 1997 to Aug 31, 2018
News Impact Curve
Volatility Forecasts
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