John Menzies plc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 11.77 | |
| 0.1316 | 34.34 | |
| 0.8653 | 207.59 |
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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