Transatlantic Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 19.51 | |
| 0.3122 | 46.49 | |
| 0.9452 | 368.51 | |
| -0.0687 | -12.15 |
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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