Sirius International Insurance Group, Ltd. GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4214 | 8.56 | |
| 0.2454 | 11.24 | |
| 0.7546 | 56.94 |
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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