Mccarthy & Stone Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8249 | 14.63 | |
| 0.2349 | 6.17 | |
| 0.6608 | 34.63 | |
| -0.0218 | -0.48 |
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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