Platinum Underwriters Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0755 | 13.80 | |
| 0.0000 | 0.00 | |
| 0.9049 | 224.76 | |
| 0.1255 | 8.59 |
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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