PartnerRe Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 8.48 | |
| 0.1030 | 25.83 | |
| 0.9970 | 1,296.54 | |
| -0.0598 | -10.89 |
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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