Ted Baker PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 12.88 | |
| 0.1288 | 21.43 | |
| 0.9757 | 541.76 | |
| -0.0507 | -9.41 |
Estimation Period:
Jul 23, 1997 to Oct 14, 2022
Jul 23, 1997 to Oct 14, 2022
News Impact Curve
Volatility Forecasts
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