GKN PLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 16.13 | |
| 0.0225 | 6.84 | |
| 0.9699 | 699.77 | |
| 0.5818 | 14.28 | |
| 1.8072 | 12.99 |
Estimation Period:
Jan 1, 1990 to May 18, 2018
Jan 1, 1990 to May 18, 2018
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities