Intu Properties PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 7.09 | |
| 0.0504 | 14.90 | |
| 0.9266 | 231.49 | |
| 0.0458 | 4.27 |
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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