Fairfax Financial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8948 | 3.54 | |
| 0.0000 | 0.00 | |
| 0.9987 | 0.18 | |
| -0.2905 | -0.01 | |
| 0.4765 | 0.05 | |
| 0.6424 | 0.08 | |
| -1.6132 | -0.29 |
Estimation Period:
Nov 25, 2009 to May 18, 2018
Nov 25, 2009 to May 18, 2018
News Impact Curve
Volatility Forecasts
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