Castlepoint Holdings Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6734 | 3.45 | |
| 0.3477 | 15.23 | |
| 0.5531 | 43.86 | |
| 1.8219 | 10.10 |
Estimation Period:
Mar 21, 2007 to Feb 4, 2009
Mar 21, 2007 to Feb 4, 2009
News Impact Curve
Volatility Forecasts
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