Ipc Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 9.29 | |
| 0.0284 | 8.55 | |
| 0.9506 | 261.07 | |
| 0.0323 | 3.35 |
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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