Redrow PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9156 | 6.00 | |
| 0.1282 | 7.71 | |
| 0.7708 | 23.49 | |
| 0.0620 | 1.62 | |
| -0.0989 | -1.69 | |
| 0.0881 | 2.52 | |
| -0.1206 | -4.35 | |
| 0.1031 | 3.76 | |
| -0.0223 | -0.86 | |
| -0.0377 | -0.80 |
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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