A & J Mucklow Group Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 16.37 | |
| 0.0978 | 17.00 | |
| 0.8758 | 248.79 | |
| 0.0431 | 3.76 |
Estimation Period:
Jan 1, 1990 to Jun 21, 2019
Jan 1, 1990 to Jun 21, 2019
News Impact Curve
Volatility Forecasts
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