Tower Group International Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2222 | 4.29 | |
| 0.0294 | 3.91 | |
| 0.9205 | 82.94 | |
| 0.0428 | 3.64 |
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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