Flagstone Reinsurance Holdings SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 4.82 | |
| 0.0000 | 0.00 | |
| 0.9565 | 287.25 | |
| 0.0786 | 10.56 |
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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