Transatlantic Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7696 | 5.29 | |
| 0.1920 | 8.16 | |
| 0.7390 | 31.44 | |
| 0.0256 | 2.25 | |
| -0.0232 | -1.36 | |
| 0.0028 | 0.15 |
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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