UBM PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 11.75 | |
| 0.0778 | 30.99 | |
| 0.9031 | 301.24 | |
| 0.4811 | 13.31 |
Estimation Period:
Jan 2, 1990 to Jun 15, 2018
Jan 2, 1990 to Jun 15, 2018
News Impact Curve
Volatility Forecasts
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