BG Group PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1188 | 15.24 | |
| 0.1108 | 23.33 | |
| 0.8533 | 161.09 | |
| 0.5008 | 14.00 |
Estimation Period:
Jan 1, 1990 to Feb 12, 2016
Jan 1, 1990 to Feb 12, 2016
News Impact Curve
Volatility Forecasts
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