Tower Group International Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0857 | 5.61 | |
| 0.1506 | 6.22 | |
| 0.3227 | 16.06 | |
| 0.3302 | 0.23 | |
| 0.0546 | 0.39 | |
| 0.9020 | 3.12 |
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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