Flagstone Reinsurance Holdings SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3610 | 3.57 | |
| 0.2446 | 3.83 | |
| 0.5930 | 5.30 | |
| -0.9558 | -3.86 | |
| 1.4395 | 3.98 | |
| -0.8881 | -2.02 |
Estimation Period:
Mar 30, 2007 to Nov 29, 2012
Mar 30, 2007 to Nov 29, 2012
News Impact Curve
Volatility Forecasts
Other Flagstone Reinsurance Holdings SA Analyses
Other Spline-GARCH Analyses on Equities