PCF Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3788 | 8.13 | |
| 0.0000 | 0.00 | |
| 0.9303 | 157.22 | |
| 0.0788 | 7.47 |
Estimation Period:
Jan 2, 2007 to Dec 16, 2022
Jan 2, 2007 to Dec 16, 2022
News Impact Curve
Volatility Forecasts
Other PCF Group PLC Analyses
Other GJR-GARCH Analyses on International Equities