Singapore Reinsurance Corp Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1779 | 18.59 | |
| 0.1491 | 32.39 | |
| 0.8173 | 162.36 | |
| 0.1641 | 2.03 |
Estimation Period:
Jan 1, 1990 to Jun 11, 2021
Jan 1, 1990 to Jun 11, 2021
News Impact Curve
Volatility Forecasts
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