Jefferson-Pilot Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 11.99 | |
| 0.1410 | 26.38 | |
| 0.9781 | 541.28 | |
| -0.0068 | -1.36 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2006
Jan 1, 1990 to Mar 31, 2006
News Impact Curve
Volatility Forecasts
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