Allied World Assurance Co Holdings AG GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0538 | 7.33 | |
| 0.0853 | 57.45 | |
| 0.9950 | 1,557.07 | |
| 4.2016 | 36.11 |
Estimation Period:
Jul 12, 2006 to Aug 25, 2017
Jul 12, 2006 to Aug 25, 2017
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