Tower Group International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0249 | 5.84 | |
| 0.2056 | 4.38 | |
| 0.3021 | 2.79 | |
| 0.5299 | 0.94 | |
| -1.4386 | -1.66 | |
| 2.6403 | 4.22 | |
| -3.8231 | -7.40 | |
| 3.3162 | 5.83 | |
| -1.3301 | -1.78 | |
| -0.0664 | -0.09 | |
| 1.0396 | 1.67 | |
| -1.6366 | -3.88 |
Estimation Period:
Oct 18, 2004 to Sep 12, 2014
Oct 18, 2004 to Sep 12, 2014
News Impact Curve
Volatility Forecasts
Other Tower Group International Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Equities