Montpelier Re Holdings GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1039 | 5.21 | |
| 0.1036 | 35.64 | |
| 0.9856 | 368.04 | |
| 4.8646 | 11.83 |
Estimation Period:
Oct 8, 2002 to Jul 31, 2015
Oct 8, 2002 to Jul 31, 2015
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