Tower Group International Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0220 | 5.85 | |
| 0.2221 | 3.82 | |
| 0.2412 | 2.22 | |
| 0.5252 | 0.93 | |
| -1.4286 | -1.66 | |
| 2.6160 | 4.25 | |
| -3.7575 | -7.40 | |
| 3.1508 | 5.66 | |
| -0.9179 | -1.27 | |
| -1.0263 | -1.72 | |
| 2.9658 | 4.56 | |
| -5.9638 | -3.49 |
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 Spline-GARCH Analyses on Equities