Transatlantic Holdings Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 20.50 | |
| 0.1880 | 33.67 | |
| 0.7708 | 150.26 | |
| 0.2931 | 13.77 |
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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