Sophos Group PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6998 | 13.82 | |
| 0.1912 | 16.13 | |
| 0.5939 | 40.47 | |
| 0.5266 | 3.23 |
Estimation Period:
Jun 25, 2015 to Feb 28, 2020
Jun 25, 2015 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
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