Zurich Insurance Group Ag GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 3.60 | |
| 0.4763 | 6.41 | |
| 0.6314 | 44.25 | |
| -0.2154 | -1.92 |
Estimation Period:
Apr 11, 2018 to Jul 5, 2024
Apr 11, 2018 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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