Vectura Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7220 | 17.79 | |
| 0.1806 | 10.47 | |
| 0.5365 | 34.10 | |
| 0.0198 | 0.73 |
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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