Vectura Group PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1226 | 9.86 | |
| 0.1387 | 12.78 | |
| 0.9413 | 149.76 | |
| -0.0225 | -2.87 |
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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