Amlin PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 14.09 | |
| 0.2940 | 21.02 | |
| 0.9348 | 198.86 | |
| -0.0195 | -1.55 |
Estimation Period:
Nov 25, 1993 to Jan 29, 2016
Nov 25, 1993 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
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