National Atlantic Holdings Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7498 | 5.02 | |
| 0.0146 | 1.87 | |
| 0.7691 | 35.45 | |
| 0.2565 | 5.31 |
Estimation Period:
Apr 19, 2005 to Jul 31, 2008
Apr 19, 2005 to Jul 31, 2008
News Impact Curve
Volatility Forecasts
Other National Atlantic Holdings Corp Analyses
Other GJR-GARCH Analyses on Equities