Amerus Group Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4372 | 3.08 | |
| 0.2234 | 5.08 | |
| 0.5040 | 7.63 | |
| 1.2850 | 0.89 | |
| -1.7900 | -0.90 | |
| 0.8895 | 1.00 | |
| -1.1132 | -1.44 | |
| 1.5806 | 1.65 | |
| -1.4270 | -1.55 | |
| 0.5457 | 0.91 | |
| -0.1803 | -0.22 | |
| 1.3559 | 1.45 | |
| -7.6374 | -5.15 |
Estimation Period:
Jan 27, 1997 to Nov 14, 2006
Jan 27, 1997 to Nov 14, 2006
News Impact Curve
Volatility Forecasts
Other Amerus Group Co Analyses
Other Spline-GARCH Analyses on Equities