Nymagic Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 14.66 | |
| 0.0765 | 19.09 | |
| 0.8854 | 286.62 | |
| 0.0453 | 4.99 |
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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