Meritz Fire & Marine Insurance Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8632 | 6.66 | |
| 0.1184 | 8.46 | |
| 0.8170 | 43.25 | |
| 0.0306 | 0.97 | |
| -0.0051 | -0.11 | |
| -0.1310 | -4.20 | |
| 0.2012 | 6.83 | |
| -0.1576 | -4.85 | |
| 0.0674 | 1.81 | |
| 0.0558 | 1.32 | |
| -0.0486 | -0.54 |
Estimation Period:
Jan 3, 1990 to Feb 17, 2023
Jan 3, 1990 to Feb 17, 2023
News Impact Curve
Volatility Forecasts
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