RPS Group plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0946 | 13.72 | |
| 0.0297 | 13.08 | |
| 0.9313 | 317.86 | |
| 0.0461 | 8.69 |
Estimation Period:
Jan 1, 1990 to Jan 20, 2023
Jan 1, 1990 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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