HBOS PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 0.60 | |
| 0.0715 | 24.50 | |
| 0.9244 | 342.48 | |
| 0.6408 | 12.57 |
Estimation Period:
May 30, 1997 to Jan 14, 2009
May 30, 1997 to Jan 14, 2009
News Impact Curve
Volatility Forecasts
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