F&C Asset Management PLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1039 | 13.85 | |
| 0.1382 | 15.36 | |
| 0.8618 | 103.44 | |
| 0.0832 | 2.26 | |
| 0.9834 | 28.20 |
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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