American Physicians Service Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0058 | 7.38 | |
| 0.1027 | 6.30 | |
| 0.8305 | 30.70 | |
| -0.1426 | -4.04 | |
| 0.3260 | 5.59 | |
| -0.3416 | -6.66 | |
| 0.2533 | 4.07 | |
| -0.0982 | -0.73 |
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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