Nymagic Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0829 | 15.01 | |
| 0.0836 | 33.32 | |
| 0.9029 | 329.99 |
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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