Abbey plc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 11.99 | |
| 0.0393 | 18.38 | |
| 0.9515 | 356.90 |
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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