OneSavings Bank PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1071 | 5.61 | |
| 0.0116 | 4.07 | |
| 0.9326 | 199.10 | |
| 0.0937 | 8.71 |
Estimation Period:
Jun 4, 2014 to Nov 27, 2020
Jun 4, 2014 to Nov 27, 2020
News Impact Curve
Volatility Forecasts
Other OneSavings Bank PLC Analyses
Other GJR-GARCH Analyses on International Equities