John Menzies plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 11.90 | |
| 0.1011 | 20.51 | |
| 0.8725 | 227.21 | |
| 0.0484 | 6.37 |
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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