XL Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3856 | 4.23 | |
| 0.0879 | 8.63 | |
| 0.8951 | 45.52 | |
| 0.1297 | 1.61 | |
| -0.0901 | -0.63 | |
| -0.1028 | -0.88 | |
| 0.0194 | 0.21 | |
| 0.2019 | 2.07 | |
| -0.3816 | -4.25 | |
| 0.4500 | 3.84 | |
| -0.5700 | -3.26 |
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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