Nymagic Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1619 | 18.95 | |
| 0.4475 | 27.62 | |
| 0.0632 | 4.95 | |
| 0.3998 | 2.19 | |
| 0.9565 | 13.28 | |
| 0.0000 | 0.00 |
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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