AmTrust Financial Services Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 5.20 | |
| 0.0102 | 2.61 | |
| 0.9427 | 205.95 | |
| 0.0680 | 10.16 |
Estimation Period:
Nov 13, 2006 to Nov 21, 2018
Nov 13, 2006 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
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