Odyssey Re Holdings Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1260 | 10.36 | |
| 0.5328 | 20.98 | |
| 0.1230 | 4.31 | |
| 0.0088 | 0.35 | |
| 0.0177 | 1.54 | |
| 0.9807 | 49.97 |
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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