Amlin PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 13.86 | |
| 0.0818 | 11.48 | |
| 0.8850 | 185.95 | |
| 0.0664 | 3.31 |
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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