Independent News & Media PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 7.28 | |
| 0.0820 | 26.61 | |
| 0.9912 | 956.76 | |
| -0.0517 | -17.35 |
Estimation Period:
Jan 1, 1990 to Jul 26, 2019
Jan 1, 1990 to Jul 26, 2019
News Impact Curve
Volatility Forecasts
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