Sophos Group PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8719 | 11.96 | |
| 0.1649 | 13.51 | |
| 0.7394 | 48.37 |
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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