AA Ltd/United Kingdom EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 8.82 | |
| 0.2240 | 17.80 | |
| 0.9839 | 452.80 | |
| -0.0021 | -0.20 |
Estimation Period:
Jun 20, 2014 to Mar 5, 2021
Jun 20, 2014 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other AA Ltd/United Kingdom Analyses
Other EGARCH Analyses on International Equities