HBOS PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 7.83 | |
| 0.0335 | 12.11 | |
| 0.9249 | 368.47 | |
| 0.0777 | 10.29 |
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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