GKN PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 3.34 | |
| 0.0605 | 19.36 | |
| 0.9929 | 884.98 | |
| -0.0373 | -13.01 |
Estimation Period:
Jan 1, 1990 to May 18, 2018
Jan 1, 1990 to May 18, 2018
News Impact Curve
Volatility Forecasts
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