Nymagic Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 20.73 | |
| 0.1846 | 43.98 | |
| 0.9805 | 819.11 | |
| -0.0229 | -5.16 |
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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