XL Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 17.88 | |
| 0.1641 | 40.89 | |
| 0.9906 | 1,474.11 | |
| -0.0314 | -4.92 |
Estimation Period:
Jul 22, 1991 to Sep 7, 2018
Jul 22, 1991 to Sep 7, 2018
News Impact Curve
Volatility Forecasts
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