Sole Realisation Co Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 13.84 | |
| 0.1989 | 11.74 | |
| 0.7723 | 132.54 | |
| 0.0577 | 2.03 |
Estimation Period:
May 21, 1996 to Jun 23, 2017
May 21, 1996 to Jun 23, 2017
News Impact Curve
Volatility Forecasts
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