Castlepoint Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1851 | 7.75 | |
| 0.0000 | 0.00 | |
| 0.6145 | 34.31 | |
| 0.7711 | 6.67 |
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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