Rurelec PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5352 | 1.84 | |
| 0.1044 | 6.26 | |
| 0.8935 | 54.78 | |
| 0.4960 | 0.33 | |
| -0.8143 | -0.39 | |
| 0.3825 | 0.30 | |
| -0.0596 | -0.06 | |
| 0.5844 | 0.71 | |
| -1.6766 | -1.54 | |
| 2.5830 | 1.52 | |
| -6.8273 | -2.03 | |
| 17.6042 | 2.16 | |
| -43.5848 | -4.01 |
Estimation Period:
Jan 2, 2007 to Jun 7, 2024
Jan 2, 2007 to Jun 7, 2024
News Impact Curve
Volatility Forecasts
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