Old Mutual PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 8.39 | |
| 0.1272 | 32.66 | |
| 0.9865 | 1,001.50 | |
| -0.0637 | -15.88 |
Estimation Period:
Jul 9, 1999 to Jun 22, 2018
Jul 9, 1999 to Jun 22, 2018
News Impact Curve
Volatility Forecasts
Other Old Mutual PLC Analyses
Other EGARCH Analyses on International Equities