American Safety Insurance Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1480 | 5.25 | |
| 0.2012 | 7.20 | |
| 0.7209 | 20.92 | |
| -0.4560 | -2.26 | |
| 0.7529 | 2.17 | |
| -0.3409 | -1.10 | |
| -0.1863 | -0.61 | |
| 0.8341 | 2.44 | |
| -1.3390 | -3.86 | |
| 1.1686 | 3.24 | |
| -0.5315 | -1.69 |
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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