American Safety Insurance Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1486 | 5.23 | |
| 0.1998 | 7.04 | |
| 0.7234 | 21.46 | |
| -0.4597 | -2.27 | |
| 0.7603 | 2.18 | |
| -0.3472 | -1.11 | |
| -0.1813 | -0.59 | |
| 0.8240 | 2.42 | |
| -1.3123 | -3.95 | |
| 1.1054 | 3.90 | |
| -0.3670 | -1.26 |
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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