John Menzies plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 24.79 | |
| 0.2487 | 29.90 | |
| 0.9424 | 319.24 | |
| -0.0242 | -3.40 |
Estimation Period:
Jan 1, 1990 to Jul 22, 2022
Jan 1, 1990 to Jul 22, 2022
News Impact Curve
Volatility Forecasts
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