Catlin Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 12.02 | |
| 0.0900 | 12.21 | |
| 0.8699 | 138.38 | |
| 0.0354 | 3.41 |
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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