NMC Health PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7670 | 12.17 | |
| 0.1636 | 7.02 | |
| 0.6936 | 38.90 | |
| 0.0931 | 2.88 |
Estimation Period:
Mar 30, 2012 to Apr 9, 2020
Mar 30, 2012 to Apr 9, 2020
News Impact Curve
Volatility Forecasts
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