600 Group PLC/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 6.16 | |
| 0.0000 | 0.00 | |
| 0.9910 | 1,016.37 | |
| 0.0121 | 9.46 |
Estimation Period:
Jan 2, 2007 to Mar 29, 2024
Jan 2, 2007 to Mar 29, 2024
News Impact Curve
Volatility Forecasts
Other 600 Group PLC/The Analyses
Other GJR-GARCH Analyses on International Equities