Mimecast Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.72 | |
| 0.0987 | 14.22 | |
| 0.9070 | 414.91 | |
| -0.0114 | -0.97 |
Estimation Period:
Nov 19, 2015 to May 13, 2022
Nov 19, 2015 to May 13, 2022
News Impact Curve
Volatility Forecasts
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