Old Mutual PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 10.94 | |
| 0.1047 | 55.62 | |
| 0.8646 | 515.54 | |
| 0.8078 | 21.40 |
Estimation Period:
Jul 9, 1999 to Jun 22, 2018
Jul 9, 1999 to Jun 22, 2018
News Impact Curve
Volatility Forecasts
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