Independent News & Media PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 14.14 | |
| 0.0156 | 10.77 | |
| 0.9565 | 673.57 | |
| 0.0497 | 13.80 |
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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