Friends Life Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3123 | 12.46 | |
| 0.0462 | 5.55 | |
| 0.7904 | 70.58 | |
| 0.1324 | 6.47 |
Estimation Period:
Dec 4, 2008 to Apr 10, 2015
Dec 4, 2008 to Apr 10, 2015
News Impact Curve
Volatility Forecasts
Other Friends Life Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities