Flagstone Reinsurance Holdings SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 5.77 | |
| 0.1350 | 11.84 | |
| 0.9837 | 489.42 | |
| -0.0445 | -5.11 |
Estimation Period:
Mar 30, 2007 to Nov 29, 2012
Mar 30, 2007 to Nov 29, 2012
News Impact Curve
Volatility Forecasts
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