GKN PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 6.26 | |
| 0.0041 | 3.19 | |
| 0.9696 | 729.57 | |
| 0.0453 | 13.02 |
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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