G4S PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4063 | 14.48 | |
| 0.0975 | 15.03 | |
| 0.7584 | 91.09 | |
| 0.1268 | 7.04 |
Estimation Period:
Jun 10, 1996 to Apr 30, 2021
Jun 10, 1996 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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