Spirent Communications plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 6.88 | |
| 0.0825 | 27.12 | |
| 0.9932 | 1,215.72 | |
| -0.0367 | -9.17 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Spirent Communications plc Analyses
Other EGARCH Analyses on International Equities