Odyssey Re Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 0.97 | |
| 0.0382 | 8.39 | |
| 0.9988 | 505.19 | |
| -0.0296 | -6.10 |
Estimation Period:
Jun 12, 2001 to Oct 28, 2009
Jun 12, 2001 to Oct 28, 2009
News Impact Curve
Volatility Forecasts
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