Darwin Professional Underwriters MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.9089 | 159.71 | |
| 0.1757 | 19.48 | |
| 10.0000 | 0.98 | |
| 0.7262 | 0.99 | |
| 0.0000 | 0.00 |
Estimation Period:
May 17, 2006 to Oct 20, 2008
May 17, 2006 to Oct 20, 2008
News Impact Curve
Volatility Forecasts
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