Platinum Underwriters Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1670 | 7.45 | |
| 0.1249 | 20.86 | |
| 0.8016 | 91.11 |
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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