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Argo Group International Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 15, 2023 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argo Group International Holdings Inc S0GARCH
paramt-stat
ω0.87902.68
α0.08809.94
β0.9029102.78
γ1-0.1448-1.56
γ20.21511.51
γ30.00050.00
γ4-0.2506-2.16
γ50.26842.91
γ6-0.0849-0.86
γ7-0.0559-0.46
γ80.17541.26
γ9-0.3856-3.01
γ100.44895.84
Estimation Period:
Jan 2, 1990 to Nov 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts