AmTrust Financial Services Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0282 | 5.84 | |
| 0.0830 | 4.05 | |
| 0.8659 | 22.98 | |
| -0.1042 | -0.27 | |
| -0.2829 | -0.43 | |
| 0.8126 | 1.49 | |
| -0.3593 | -0.68 | |
| -0.3655 | -0.82 | |
| 0.4935 | 1.03 | |
| 0.3706 | 0.59 | |
| -4.1273 | -4.23 |
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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