Mattioli Woods PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 15.88 | |
| 0.1302 | 14.18 | |
| 0.8015 | 120.03 | |
| 0.0613 | 3.92 |
Estimation Period:
Jan 2, 2007 to Aug 16, 2024
Jan 2, 2007 to Aug 16, 2024
News Impact Curve
Volatility Forecasts
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