Catlin Group Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 12.56 | |
| 0.1064 | 19.47 | |
| 0.8726 | 148.00 |
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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