American Safety Insurance Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1465 | 17.51 | |
| 0.3656 | 35.38 | |
| 0.9297 | 207.14 | |
| -0.0663 | -9.24 |
Estimation Period:
Feb 12, 1998 to Oct 2, 2013
Feb 12, 1998 to Oct 2, 2013
News Impact Curve
Volatility Forecasts
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