RSA Insurance Group LTD GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 9.71 | |
| 0.0259 | 8.53 | |
| 0.9271 | 249.62 | |
| 0.0765 | 12.27 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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