Montpelier Re Holdings APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0696 | 11.34 | |
| 0.1363 | 19.36 | |
| 0.8570 | 134.63 | |
| 0.2949 | 13.79 | |
| 1.2186 | 20.24 |
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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