Platinum Underwriters Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3356 | 5.52 | |
| 0.1279 | 4.84 | |
| 0.7347 | 14.27 | |
| 0.1940 | 0.46 | |
| -0.0404 | -0.06 | |
| -0.3889 | -0.87 | |
| 1.0652 | 2.60 | |
| -2.1781 | -5.60 | |
| 2.5427 | 6.61 | |
| -2.1662 | -5.33 | |
| 1.6134 | 3.30 | |
| -0.0744 | -0.10 |
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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