PartnerRe Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0156 | 6.95 | |
| 0.9647 | 707.78 | |
| 0.0394 | 13.46 |
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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