OneBeacon Insurance Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 13.32 | |
| 0.2035 | 28.25 | |
| 0.9864 | 774.26 | |
| -0.0555 | -8.64 |
Estimation Period:
Nov 9, 2006 to Sep 22, 2017
Nov 9, 2006 to Sep 22, 2017
News Impact Curve
Volatility Forecasts
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