ITSARM PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1803 | 10.81 | |
| 0.4594 | 27.77 | |
| 0.9888 | 405.91 | |
| -0.2493 | -7.51 |
Estimation Period:
Mar 15, 2021 to Mar 29, 2024
Mar 15, 2021 to Mar 29, 2024
News Impact Curve
Volatility Forecasts
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