Transatlantic Holdings Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1194 | 28.79 | |
| 0.1784 | 11.09 | |
| 0.7263 | 131.24 | |
| 0.0918 | 2.87 |
Estimation Period:
Jun 15, 1990 to Mar 5, 2012
Jun 15, 1990 to Mar 5, 2012
News Impact Curve
Volatility Forecasts
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