UBM PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 12.05 | |
| 0.1402 | 25.40 | |
| 0.9785 | 639.53 | |
| -0.0452 | -14.51 |
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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