Montpelier Re Holdings GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 14.90 | |
| 0.1486 | 21.37 | |
| 0.8221 | 137.76 |
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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