National Atlantic Holdings Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2023 | 2.50 | |
| 0.0153 | 2.85 | |
| 0.9521 | 57.67 |
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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