National Atlantic Holdings Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7442 | 0.46 | |
| 0.0000 | 0.00 | |
| 0.9990 | 0.25 | |
| -16.1249 | -0.04 | |
| 22.2910 | 0.16 | |
| -10.1838 | -0.12 | |
| 10.7263 | 0.20 | |
| -19.9481 | -0.51 | |
| 29.2996 | 1.11 | |
| -18.4655 | -0.78 | |
| -18.1766 | -0.91 | |
| 49.7217 | 2.70 |
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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