Amerus Group Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3144 | 2.21 | |
| 0.2056 | 6.61 | |
| 0.7492 | 27.68 | |
| -0.3518 | -0.21 | |
| 0.6936 | 0.30 | |
| -0.6886 | -0.61 | |
| 0.3680 | 0.44 | |
| 0.4623 | 0.41 | |
| -1.6006 | -0.91 | |
| 2.1949 | 1.17 | |
| -3.2095 | -2.42 | |
| 3.9108 | 6.01 |
Estimation Period:
Jan 27, 1997 to Nov 14, 2006
Jan 27, 1997 to Nov 14, 2006
News Impact Curve
Volatility Forecasts
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