Castlepoint Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3513 | 8.18 | |
| 0.4234 | 20.52 | |
| 0.8473 | 63.11 | |
| -0.3543 | -14.40 |
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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