OnTheMarket PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5875 | 8.62 | |
| 0.1308 | 7.56 | |
| 0.8298 | 64.92 | |
| -0.0014 | -0.07 |
Estimation Period:
Feb 9, 2018 to Dec 8, 2023
Feb 9, 2018 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
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