Odyssey Re Holdings Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 2.28 | |
| 0.0068 | 2.93 | |
| 0.9851 | 422.44 | |
| 0.0139 | 3.54 |
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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