HCC Insurance Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 15.79 | |
| 0.0321 | 9.80 | |
| 0.8748 | 223.04 | |
| 0.1860 | 4.25 |
Estimation Period:
Jan 4, 1995 to Oct 23, 2015
Jan 4, 1995 to Oct 23, 2015
News Impact Curve
Volatility Forecasts
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