Virgin Money Holdings UK PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2377 | 12.31 | |
| 0.0931 | 6.07 | |
| 0.8378 | 95.60 | |
| 0.0468 | 2.00 |
Estimation Period:
Nov 12, 2014 to Oct 12, 2018
Nov 12, 2014 to Oct 12, 2018
News Impact Curve
Volatility Forecasts
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