Enstar Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4369 | 10.45 | |
| 0.1303 | 9.48 | |
| 0.7117 | 51.97 | |
| 0.0792 | 2.23 |
Estimation Period:
Mar 31, 1997 to Jan 31, 2007
Mar 31, 1997 to Jan 31, 2007
News Impact Curve
Volatility Forecasts
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