Sanne Group plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 1.16 | |
| 0.0619 | 15.63 | |
| 0.9435 | 458.45 | |
| -0.0107 | -1.31 |
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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