Redrow PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 14.17 | |
| 0.1654 | 25.53 | |
| 0.9549 | 315.47 | |
| -0.0435 | -7.84 |
Estimation Period:
May 16, 1994 to Aug 16, 2024
May 16, 1994 to Aug 16, 2024
News Impact Curve
Volatility Forecasts
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