Validus Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 8.75 | |
| 0.2769 | 35.75 | |
| 0.9836 | 772.03 | |
| -0.0936 | -12.02 |
Estimation Period:
Jul 25, 2007 to Jul 13, 2018
Jul 25, 2007 to Jul 13, 2018
News Impact Curve
Volatility Forecasts
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