Total Produce plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0663 | 5.61 | |
| 0.2723 | 4.34 | |
| 0.3984 | 5.12 | |
| 0.4390 | 1.18 | |
| -1.1136 | -1.86 | |
| 0.9600 | 2.21 | |
| -0.2863 | -0.87 | |
| -0.1589 | -0.58 | |
| 0.5481 | 1.77 | |
| -0.9110 | -2.63 | |
| 1.1542 | 3.73 | |
| -0.9298 | -2.78 | |
| 0.1373 | 0.26 |
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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