Old Mutual PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 15.30 | |
| 0.0278 | 9.98 | |
| 0.9168 | 401.93 | |
| 0.0819 | 13.93 |
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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