Old Mutual PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0639 | 17.86 | |
| 0.0781 | 35.37 | |
| 0.9084 | 382.14 |
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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