Direct Line Insurance Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 4.44 | |
| 0.0012 | 1.19 | |
| 0.9670 | 490.88 | |
| 0.0582 | 16.76 |
Estimation Period:
Oct 10, 2012 to Jun 27, 2025
Oct 10, 2012 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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