HBOS PLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 12.92 | |
| 0.0794 | 26.06 | |
| 0.9206 | 318.78 | |
| 0.4047 | 14.88 | |
| 1.4289 | 22.26 |
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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