Wejo Group Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7692 | 12.22 | |
| 0.7692 | 0.44 | |
| 0.2307 | 0.13 | |
| -47.0580 | -2.61 | |
| 116.5569 | 2.92 | |
| -123.7479 | -2.38 | |
| 66.3113 | 1.28 | |
| -11.0271 | -0.33 | |
| 3.8018 | 0.16 | |
| -7.7246 | -0.29 | |
| 3.3856 | 0.14 | |
| 8.9278 | 0.35 |
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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