RPC Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0921 | 18.96 | |
| 0.0532 | 15.35 | |
| 0.8686 | 216.03 | |
| 0.1207 | 13.15 |
Estimation Period:
May 27, 1993 to Jun 28, 2019
May 27, 1993 to Jun 28, 2019
News Impact Curve
Volatility Forecasts
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