Specialty Underwriters' Alliance Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4122 | 3.07 | |
| 0.2485 | 1.80 | |
| 0.2299 | 1.46 | |
| 4.8027 | 0.87 | |
| -14.6937 | -1.52 | |
| 18.4936 | 2.35 | |
| -13.8502 | -1.85 | |
| 6.3088 | 0.84 | |
| 2.2077 | 0.41 | |
| -6.3442 | -1.70 | |
| 6.5967 | 1.57 | |
| -12.0195 | -2.81 | |
| 13.1799 | 2.55 |
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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