Jardine Lloyd Thompson Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1354 | 18.44 | |
| 0.0672 | 8.80 | |
| 0.8463 | 161.21 | |
| 0.0985 | 3.84 |
Estimation Period:
Jan 1, 1990 to Mar 29, 2019
Jan 1, 1990 to Mar 29, 2019
News Impact Curve
Volatility Forecasts
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