Tower Group International Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1960 | 4.32 | |
| 0.0505 | 7.20 | |
| 0.9253 | 84.50 |
Estimation Period:
Oct 18, 2004 to Sep 12, 2014
Oct 18, 2004 to Sep 12, 2014
News Impact Curve
Volatility Forecasts
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