Spirent Communications plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 9.31 | |
| 0.0156 | 15.19 | |
| 0.9678 | 805.15 | |
| 0.0332 | 16.63 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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