Sophos Group PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 8.82 | |
| 0.2657 | 21.22 | |
| 0.9640 | 283.28 | |
| -0.0657 | -7.98 |
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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