McKay Securities PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 16.43 | |
| 0.2470 | 22.91 | |
| 0.9412 | 262.53 | |
| -0.0539 | -5.90 |
Estimation Period:
Jan 2, 2007 to Apr 29, 2022
Jan 2, 2007 to Apr 29, 2022
News Impact Curve
Volatility Forecasts
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