Sanne Group plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 9.75 | |
| 0.1457 | 19.91 | |
| 0.9976 | 1,445.86 | |
| -0.0147 | -1.42 |
Estimation Period:
Mar 31, 2015 to Jul 22, 2022
Mar 31, 2015 to Jul 22, 2022
News Impact Curve
Volatility Forecasts
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