Skip to main content
V-Lab

Trean Insurance Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 20, 2023 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Trean Insurance Group Inc S0GARCH
paramt-stat
ω0.78981.85
α0.19112.00
β0.00000.00
γ1-0.4743-0.02
γ2-20.4396-0.63
γ359.08302.32
γ4-61.8142-2.32
γ523.94421.24
γ614.70050.97
γ7-50.6942-2.72
γ896.47202.78
γ9-154.1710-3.62
γ10148.99185.19
Estimation Period:
Jul 16, 2020 to Apr 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts