Ipc Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 7.90 | |
| 0.1575 | 20.66 | |
| 0.9816 | 415.95 | |
| -0.0374 | -5.27 |
Estimation Period:
Mar 7, 1996 to Sep 4, 2009
Mar 7, 1996 to Sep 4, 2009
News Impact Curve
Volatility Forecasts
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