Singapore Reinsurance Corp Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1461 | 18.93 | |
| 0.1160 | 14.01 | |
| 0.8429 | 172.30 | |
| 0.0284 | 1.57 |
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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