Allied World Assurance Co Holdings AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0380 | 2.99 | |
| 0.1989 | 2.93 | |
| 0.7103 | 14.48 | |
| 1.7277 | 2.03 | |
| -2.3729 | -1.95 | |
| -0.5639 | -0.66 | |
| 2.9253 | 3.38 | |
| -2.8687 | -3.57 | |
| 1.6680 | 2.35 | |
| -0.8911 | -1.18 | |
| 1.4839 | 1.23 | |
| -1.6419 | -0.81 | |
| -3.5205 | -0.92 |
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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