Shire PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1065 | 16.62 | |
| 0.0701 | 23.41 | |
| 0.9094 | 253.16 |
Estimation Period:
Feb 14, 1996 to Jan 4, 2019
Feb 14, 1996 to Jan 4, 2019
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities