Chubb Corp/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2847 | 5.53 | |
| 0.1454 | 4.13 | |
| 0.8182 | 29.83 | |
| 0.0420 | 4.13 | |
| -0.0757 | -4.27 | |
| 0.0507 | 2.77 | |
| -0.0193 | -1.13 |
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
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