Platinum Underwriters Holdings Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 13.78 | |
| 0.0548 | 15.41 | |
| 0.9406 | 155.13 | |
| 1.0000 | 21.34 | |
| 0.9281 | 10.45 |
Estimation Period:
Oct 25, 2002 to Mar 2, 2015
Oct 25, 2002 to Mar 2, 2015
News Impact Curve
Volatility Forecasts
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