Skip to main content
V-Lab

Specialty Underwriters' Alliance Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 06:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Specialty Underwriters' Alliance Inc S0GARCH
paramt-stat
ω0.42913.19
α0.25081.81
β0.22461.45
γ15.37360.98
γ2-15.3672-1.60
γ318.54222.35
γ4-13.7196-1.82
γ56.18120.82
γ62.28750.43
γ7-6.4055-1.73
γ86.72131.64
γ9-12.3838-3.25
γ1014.16826.37
Estimation Period:
Nov 16, 2004 to Nov 13, 2009
Impact of return on volatility tomorrow
Volatility Forecasts