NEX Group PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 18.09 | |
| 0.2249 | 26.47 | |
| 0.9258 | 218.91 | |
| -0.0903 | -13.88 |
Estimation Period:
Nov 16, 1998 to Nov 2, 2018
Nov 16, 1998 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
Other NEX Group PLC Analyses
Other EGARCH Analyses on International Equities