Nymagic Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1432 | 15.95 | |
| 0.1320 | 41.57 | |
| 0.8456 | 232.51 | |
| 0.3050 | 5.91 |
Estimation Period:
Jan 1, 1990 to Nov 23, 2010
Jan 1, 1990 to Nov 23, 2010
News Impact Curve
Volatility Forecasts
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