BG Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 16.94 | |
| 0.0442 | 16.13 | |
| 0.8962 | 286.78 | |
| 0.0745 | 11.99 |
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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