Odyssey Re Holdings Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5249 | 2.58 | |
| 0.2286 | 4.01 | |
| 0.1971 | 1.97 | |
| -0.0551 | -0.11 | |
| -0.1963 | -0.28 | |
| 0.9272 | 2.44 | |
| -1.0647 | -2.81 | |
| 0.8533 | 1.97 | |
| -1.0220 | -1.18 |
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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