GW Pharmaceuticals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4550 | 3.76 | |
| 0.1525 | 3.56 | |
| 0.4611 | 3.25 | |
| -3.2808 | -4.70 | |
| 4.7565 | 4.41 | |
| -2.5956 | -3.26 | |
| 1.9837 | 3.33 | |
| -1.0655 | -1.90 | |
| 0.1709 | 0.24 | |
| 0.0014 | 0.00 |
Estimation Period:
May 1, 2013 to Apr 30, 2021
May 1, 2013 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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