F&C Asset Management PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1397 | 15.38 | |
| 0.2605 | 20.21 | |
| 0.9314 | 213.10 | |
| -0.0246 | -2.26 |
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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