Specialty Underwriters' Alliance Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4291 | 3.19 | |
| 0.2508 | 1.81 | |
| 0.2246 | 1.45 | |
| 5.3736 | 0.98 | |
| -15.3672 | -1.60 | |
| 18.5422 | 2.35 | |
| -13.7196 | -1.82 | |
| 6.1812 | 0.82 | |
| 2.2875 | 0.43 | |
| -6.4055 | -1.73 | |
| 6.7213 | 1.64 | |
| -12.3838 | -3.25 | |
| 14.1682 | 6.37 |
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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