Chubb Corp/The AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 5.50 | |
| 0.1254 | 23.00 | |
| 0.8601 | 179.34 | |
| 0.6001 | 14.47 |
Estimation Period:
Jan 2, 1990 to Jan 8, 2016
Jan 2, 1990 to Jan 8, 2016
News Impact Curve
Volatility Forecasts
Other Chubb Corp/The Analyses
Other AGARCH Analyses on Equities