Homeserve Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 10.32 | |
| 0.0309 | 17.38 | |
| 0.9432 | 655.88 | |
| 0.0520 | 11.47 |
Estimation Period:
Nov 26, 1991 to Dec 30, 2022
Nov 26, 1991 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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