Vectura Group PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6581 | 18.98 | |
| 0.1860 | 20.60 | |
| 0.5481 | 39.08 | |
| -0.2880 | -3.05 |
Estimation Period:
Jul 1, 2004 to Oct 15, 2021
Jul 1, 2004 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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