Platinum Underwriters Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3352 | 5.60 | |
| 0.1325 | 4.94 | |
| 0.7231 | 13.84 | |
| 0.1813 | 0.43 | |
| -0.0198 | -0.03 | |
| -0.3978 | -0.90 | |
| 1.0723 | 2.64 | |
| -2.2152 | -5.67 | |
| 2.6573 | 6.56 | |
| -2.4410 | -4.96 | |
| 2.2199 | 2.98 | |
| -1.5041 | -2.03 |
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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