BG Group PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 17.68 | |
| 0.0809 | 32.16 | |
| 0.8963 | 272.52 |
Estimation Period:
Jan 1, 1990 to Feb 12, 2016
Jan 1, 1990 to Feb 12, 2016
News Impact Curve
Volatility Forecasts
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