Total Produce plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0567 | 5.57 | |
| 0.2702 | 4.39 | |
| 0.4041 | 5.22 | |
| 0.4128 | 1.10 | |
| -1.0710 | -1.78 | |
| 0.9333 | 2.13 | |
| -0.2723 | -0.82 | |
| -0.1624 | -0.59 | |
| 0.5491 | 1.77 | |
| -0.9211 | -2.65 | |
| 1.1913 | 3.85 | |
| -1.0295 | -3.30 | |
| 0.4125 | 1.55 |
Estimation Period:
Jan 1, 2007 to Jul 23, 2021
Jan 1, 2007 to Jul 23, 2021
News Impact Curve
Volatility Forecasts
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