Flagstone Reinsurance Holdings SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3761 | 3.55 | |
| 0.2429 | 3.91 | |
| 0.6085 | 6.01 | |
| -0.8777 | -3.54 | |
| 1.2633 | 3.52 | |
| -0.5647 | -2.76 |
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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