Sophos Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7539 | 12.24 | |
| 0.0611 | 7.57 | |
| 0.7785 | 57.36 | |
| 0.1597 | 6.88 |
Estimation Period:
Jun 25, 2015 to Feb 28, 2020
Jun 25, 2015 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
Other Sophos Group PLC Analyses
Other GJR-GARCH Analyses on International Equities