Navigators Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8034 | 6.00 | |
| 0.1613 | 7.55 | |
| 0.7508 | 30.03 | |
| -0.0852 | -2.15 | |
| 0.0477 | 0.81 | |
| 0.0977 | 2.28 | |
| -0.1211 | -2.79 | |
| 0.1275 | 2.35 | |
| -0.1370 | -2.21 | |
| 0.1177 | 1.89 | |
| -0.0530 | -1.12 |
Estimation Period:
Jan 2, 1990 to May 17, 2019
Jan 2, 1990 to May 17, 2019
News Impact Curve
Volatility Forecasts
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