Specialty Underwriters' Alliance Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4463 | 9.34 | |
| 0.2818 | 5.21 | |
| 0.5438 | 20.42 | |
| -0.0015 | -0.02 |
Estimation Period:
Nov 16, 2004 to Nov 13, 2009
Nov 16, 2004 to Nov 13, 2009
News Impact Curve
Volatility Forecasts
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