Micro Focus International PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3492 | 2.90 | |
| 0.0832 | 3.13 | |
| 0.5095 | 3.91 | |
| 0.3284 | 1.00 | |
| -0.4160 | -0.87 | |
| 0.1725 | 0.57 | |
| -0.4430 | -1.63 | |
| 0.7926 | 2.84 | |
| -0.6364 | -2.28 | |
| 0.3834 | 1.28 | |
| -0.1281 | -0.36 | |
| -0.4007 | -1.02 | |
| 0.5153 | 1.75 |
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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