Validus Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 15.70 | |
| 0.0721 | 13.02 | |
| 0.8436 | 176.78 | |
| 0.1686 | 9.09 |
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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