American Physicians Service Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0951 | 6.69 | |
| 0.0317 | 13.23 | |
| 0.9365 | 443.62 | |
| 0.0626 | 8.78 |
Estimation Period:
Jan 1, 1990 to Nov 30, 2010
Jan 1, 1990 to Nov 30, 2010
News Impact Curve
Volatility Forecasts
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