Catlin Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 10.61 | |
| 0.1829 | 17.56 | |
| 0.9758 | 423.14 | |
| -0.0251 | -3.60 |
Estimation Period:
Mar 31, 2004 to Apr 24, 2015
Mar 31, 2004 to Apr 24, 2015
News Impact Curve
Volatility Forecasts
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