Intu Properties PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 7.78 | |
| 0.0929 | 22.70 | |
| 0.9148 | 234.57 | |
| 0.0822 | 2.00 |
Estimation Period:
Jul 29, 1992 to Jun 26, 2020
Jul 29, 1992 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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