RPS Group plc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1210 | 14.09 | |
| 0.0659 | 22.93 | |
| 0.9133 | 230.92 |
Estimation Period:
Jan 1, 1990 to Jan 20, 2023
Jan 1, 1990 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities