Zurich Insurance Group Ag Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2553 | 2,552,540.00 | |
| 0.5319 | 5,318,880.00 | |
| 0.4043 | 4,043,360.00 | |
| -349.5727 | -3,495,727,000.00 | |
| 694.4114 | 6,944,114,000.00 | |
| 36.7963 | 367,962,800.00 | |
| -782.7689 | -7,827,689,000.00 | |
| -271.4150 | -2,714,150,000.00 |
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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