Wejo Group Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7628 | 10.86 | |
| 0.7504 | 0.64 | |
| 0.2495 | 0.21 | |
| -44.8897 | -2.79 | |
| 113.5493 | 3.25 | |
| -122.3644 | -2.72 | |
| 65.5082 | 1.46 | |
| -11.2718 | -0.38 | |
| 6.4214 | 0.28 | |
| -15.3913 | -0.57 | |
| 19.9044 | 0.76 | |
| -22.2718 | -1.22 |
Estimation Period:
Jan 22, 2021 to Jun 21, 2024
Jan 22, 2021 to Jun 21, 2024
News Impact Curve
Volatility Forecasts
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