Amec Foster Wheeler PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 12.89 | |
| 0.0319 | 12.83 | |
| 0.9268 | 303.28 | |
| 0.0536 | 10.70 |
Estimation Period:
Jan 1, 1990 to Oct 6, 2017
Jan 1, 1990 to Oct 6, 2017
News Impact Curve
Volatility Forecasts
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