TP Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 5.51 | |
| 0.0053 | 5.07 | |
| 0.9808 | 610.34 | |
| 0.0277 | 8.48 |
Estimation Period:
Jan 2, 2007 to Jan 20, 2023
Jan 2, 2007 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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