Castlepoint Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0297 | 2.60 | |
| 0.1379 | 2.32 | |
| 0.3742 | 1.57 | |
| 55.4825 | 2.59 | |
| -81.4149 | -2.65 | |
| 46.3541 | 2.08 | |
| -43.8329 | -1.56 | |
| 53.1821 | 2.15 | |
| -57.0259 | -3.33 | |
| 35.4745 | 2.64 |
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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