National Atlantic Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7489 | 0.40 | |
| 0.0000 | 0.00 | |
| 0.9991 | 0.22 | |
| -15.8418 | -0.04 | |
| 21.8332 | 0.16 | |
| -9.9343 | -0.11 | |
| 10.7232 | 0.20 | |
| -20.4138 | -0.49 | |
| 30.8661 | 1.12 | |
| -23.0938 | -0.92 | |
| -5.6365 | -0.37 | |
| 19.9991 | 1.23 |
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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