Home Retail Group PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 9.82 | |
| 0.0323 | 32.05 | |
| 0.9677 | 1,098.37 |
Estimation Period:
Jan 2, 1990 to Aug 26, 2016
Jan 2, 1990 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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