PartnerRe Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0108 | -3.40 | |
| 0.0558 | 47.17 | |
| 0.9524 | 854.97 | |
| 0.4519 | 6.95 |
Estimation Period:
Nov 1, 1993 to Mar 11, 2016
Nov 1, 1993 to Mar 11, 2016
News Impact Curve
Volatility Forecasts
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