Aspen Insurance Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 4.57 | |
| 0.1419 | 20.28 | |
| 0.9814 | 488.26 | |
| -0.0623 | -9.13 |
Estimation Period:
Dec 4, 2003 to Feb 8, 2019
Dec 4, 2003 to Feb 8, 2019
News Impact Curve
Volatility Forecasts
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