Mccarthy & Stone Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1128 | 9.08 | |
| 0.3036 | 14.44 | |
| 0.9556 | 264.62 | |
| 0.0180 | 0.82 |
Estimation Period:
Nov 5, 2015 to Jan 29, 2021
Nov 5, 2015 to Jan 29, 2021
News Impact Curve
Volatility Forecasts
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