RSA Insurance Group LTD EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 5.99 | |
| 0.1420 | 15.95 | |
| 0.9878 | 610.15 | |
| -0.0476 | -10.46 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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