F&C Asset Management PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 14.84 | |
| 0.1810 | 17.29 | |
| 0.8299 | 119.22 | |
| -0.0317 | -0.55 |
Estimation Period:
Jan 1, 1990 to May 7, 2014
Jan 1, 1990 to May 7, 2014
News Impact Curve
Volatility Forecasts
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