Allied World Assurance Co Holdings AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 8.02 | |
| 0.0000 | 0.00 | |
| 0.9033 | 127.54 | |
| 0.1824 | 11.36 |
Estimation Period:
Jul 12, 2006 to Aug 25, 2017
Jul 12, 2006 to Aug 25, 2017
News Impact Curve
Volatility Forecasts
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