Transatlantic Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 21.91 | |
| 0.1096 | 14.25 | |
| 0.7929 | 148.78 | |
| 0.1328 | 7.29 |
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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