Sirius International Insurance Group, Ltd. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1314 | 3.08 | |
| 0.2806 | 12.87 | |
| 0.9578 | 95.90 | |
| -0.2465 | -10.54 |
Estimation Period:
Nov 6, 2018 to Feb 19, 2021
Nov 6, 2018 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
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