Alterra Capital Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0487 | 2.90 | |
| 0.1736 | 2.99 | |
| 0.7571 | 12.43 | |
| 0.5916 | 1.52 | |
| -0.7116 | -1.25 | |
| 0.0799 | 0.20 | |
| 0.5233 | 1.58 | |
| -1.2735 | -3.81 | |
| 1.3520 | 3.30 | |
| -0.7147 | -1.97 |
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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