IFG Group plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0548 | 7.05 | |
| 0.0000 | 0.00 | |
| 0.9818 | 837.03 | |
| 0.0244 | 11.54 |
Estimation Period:
Jan 1, 1990 to Aug 16, 2019
Jan 1, 1990 to Aug 16, 2019
News Impact Curve
Volatility Forecasts
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