Platinum Underwriters Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 1.85 | |
| 0.0873 | 7.98 | |
| 0.9783 | 232.05 | |
| -0.1065 | -21.19 |
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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