IFG Group plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1651 | 4.12 | |
| 0.0755 | 5.44 | |
| 0.8443 | 29.40 | |
| 0.0005 | 0.01 | |
| -0.0705 | -0.47 | |
| 0.1733 | 1.72 | |
| -0.1581 | -2.07 | |
| 0.0090 | 0.11 | |
| 0.1876 | 1.97 | |
| -0.3430 | -3.74 | |
| 0.3979 | 4.77 | |
| -0.2784 | -4.55 |
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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