Independent News & Media PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 12.47 | |
| 0.0499 | 33.05 | |
| 0.9478 | 613.07 |
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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