HBOS PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 10.11 | |
| 0.0808 | 25.77 | |
| 0.9187 | 329.40 |
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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