GKN PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 14.30 | |
| 0.0350 | 25.22 | |
| 0.9604 | 620.38 |
Estimation Period:
Jan 1, 1990 to May 18, 2018
Jan 1, 1990 to May 18, 2018
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities