Clarica Life Insurance Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6793 | 5.00 | |
| 0.1871 | 3.22 | |
| 0.4534 | 4.15 | |
| -0.8273 | -3.15 | |
| 1.0838 | 3.31 |
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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