Micro Focus International PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9077 | 15.99 | |
| 0.0440 | 6.32 | |
| 0.7860 | 85.78 | |
| 0.1808 | 7.78 |
Estimation Period:
May 11, 2005 to Jan 27, 2023
May 11, 2005 to Jan 27, 2023
News Impact Curve
Volatility Forecasts
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