Fidessa Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 11.29 | |
| 0.0492 | 11.47 | |
| 0.9313 | 290.22 | |
| 0.0129 | 1.71 |
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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