Alterra Capital Holdings Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1246 | 8.51 | |
| 0.1652 | 15.35 | |
| 0.8045 | 81.30 | |
| 0.4836 | 9.28 |
Estimation Period:
Aug 14, 2001 to Apr 30, 2013
Aug 14, 2001 to Apr 30, 2013
News Impact Curve
Volatility Forecasts
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