Clarica Life Insurance Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2183 | 14.27 | |
| 0.3802 | 17.69 | |
| 0.8086 | 64.28 | |
| -0.0212 | -1.07 |
Estimation Period:
Jul 13, 1999 to May 30, 2002
Jul 13, 1999 to May 30, 2002
News Impact Curve
Volatility Forecasts
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