Castlepoint Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0172 | 2.82 | |
| 0.1086 | 1.78 | |
| 0.2218 | 0.84 | |
| 56.5687 | 2.85 | |
| -82.9386 | -2.92 | |
| 45.2041 | 2.23 | |
| -38.6286 | -1.50 | |
| 43.4391 | 1.85 | |
| -38.9472 | -1.64 | |
| -5.8012 | -0.16 |
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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