John Laing Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 13.53 | |
| 0.1750 | 8.69 | |
| 0.7771 | 75.46 | |
| 0.0958 | 3.10 |
Estimation Period:
Feb 11, 2015 to Sep 17, 2021
Feb 11, 2015 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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