Aspen Insurance Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 10.22 | |
| 0.0373 | 6.92 | |
| 0.8845 | 239.39 | |
| 0.1040 | 8.12 |
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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