Amlin PLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 14.21 | |
| 0.1627 | 12.35 | |
| 0.8373 | 79.25 | |
| 0.0720 | 1.62 | |
| 1.0531 | 18.56 |
Estimation Period:
Nov 25, 1993 to Jan 29, 2016
Nov 25, 1993 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
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