Abbey plc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2011 | 21.12 | |
| 0.0884 | 31.53 | |
| 0.8713 | 336.27 | |
| 0.3604 | 4.42 |
Estimation Period:
Jan 1, 1990 to Mar 12, 2021
Jan 1, 1990 to Mar 12, 2021
News Impact Curve
Volatility Forecasts
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