Validus Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 16.71 | |
| 0.1905 | 24.73 | |
| 0.8095 | 149.55 |
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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