Alterra Capital Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1268 | 8.84 | |
| 0.1425 | 12.51 | |
| 0.8332 | 69.15 |
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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