Clarica Life Insurance Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6693 | 4.66 | |
| 0.1889 | 3.18 | |
| 0.4501 | 4.05 | |
| -0.8945 | -2.37 | |
| 1.2574 | 1.81 |
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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