Tarsus Group plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8769 | 16.93 | |
| 0.1749 | 17.62 | |
| 0.7081 | 61.79 | |
| -0.0062 | -0.40 |
Estimation Period:
Jan 1, 1990 to Aug 9, 2019
Jan 1, 1990 to Aug 9, 2019
News Impact Curve
Volatility Forecasts
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