MJ Hudson Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4791 | 8.19 | |
| 0.2128 | 3.84 | |
| 0.8045 | 47.14 | |
| -0.1227 | -1.54 |
Estimation Period:
Dec 12, 2019 to Dec 9, 2022
Dec 12, 2019 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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