HBOS PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 8.72 | |
| 0.2903 | 38.95 | |
| 0.9733 | 542.81 | |
| -0.0888 | -13.46 |
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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