F&C Asset Management PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1188 | 14.57 | |
| 0.1676 | 16.37 | |
| 0.8324 | 115.40 |
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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