Redrow PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1860 | 15.19 | |
| 0.0563 | 12.41 | |
| 0.8674 | 229.84 | |
| 0.0740 | 7.63 |
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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