National Atlantic Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 3.63 | |
| 0.1606 | 7.06 | |
| 0.9171 | 48.17 | |
| -0.0864 | -5.20 |
Estimation Period:
Apr 19, 2005 to Jul 31, 2008
Apr 19, 2005 to Jul 31, 2008
News Impact Curve
Volatility Forecasts
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