Montpelier Re Holdings AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 17.50 | |
| 0.1939 | 31.67 | |
| 0.7578 | 231.18 | |
| 0.3227 | 11.77 |
Estimation Period:
Oct 8, 2002 to Jul 31, 2015
Oct 8, 2002 to Jul 31, 2015
News Impact Curve
Volatility Forecasts
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