John Lewis Of Hungerford PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.66 | |
| 0.0972 | 6.13 | |
| 0.5458 | 15.22 | |
| -0.0247 | -0.99 |
Estimation Period:
Jan 2, 2007 to Jun 23, 2023
Jan 2, 2007 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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