XL Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 13.04 | |
| 0.0674 | 10.69 | |
| 0.9142 | 507.07 | |
| 0.0354 | 2.64 |
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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