Abbey plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 15.19 | |
| 0.1307 | 16.94 | |
| 0.9419 | 233.43 | |
| -0.0320 | -4.24 |
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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