IFG Group plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2023 | 4.18 | |
| 0.0745 | 5.41 | |
| 0.8467 | 29.86 | |
| 0.0157 | 0.17 | |
| -0.0939 | -0.63 | |
| 0.1884 | 1.87 | |
| -0.1702 | -2.22 | |
| 0.0169 | 0.20 | |
| 0.1837 | 1.91 | |
| -0.3387 | -3.57 | |
| 0.3855 | 3.90 | |
| -0.2401 | -1.56 |
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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