Meggitt PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1325 | 11.63 | |
| 0.0959 | 22.78 | |
| 0.8663 | 144.26 | |
| 0.3594 | 7.08 |
Estimation Period:
Jan 1, 1990 to Sep 9, 2022
Jan 1, 1990 to Sep 9, 2022
News Impact Curve
Volatility Forecasts
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