Meritz Fire & Marine Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8633 | 6.56 | |
| 0.1161 | 8.82 | |
| 0.8230 | 45.75 | |
| 0.0279 | 0.88 | |
| -0.0017 | -0.04 | |
| -0.1303 | -4.10 | |
| 0.1961 | 6.54 | |
| -0.1462 | -4.40 | |
| 0.0455 | 1.19 | |
| 0.0993 | 2.36 | |
| -0.1470 | -4.02 |
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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