GKN PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 6.26 | |
| 0.0344 | 19.89 | |
| 0.9592 | 490.66 | |
| 0.5390 | 10.87 |
Estimation Period:
Jan 1, 1990 to May 18, 2018
Jan 1, 1990 to May 18, 2018
News Impact Curve
Volatility Forecasts
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