Numis Corporation Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8028 | 16.43 | |
| 0.1072 | 13.30 | |
| 0.7264 | 66.18 | |
| 0.0563 | 2.97 |
Estimation Period:
Mar 26, 1996 to Oct 6, 2023
Mar 26, 1996 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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