Safeco EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 15.42 | |
| 0.2006 | 34.57 | |
| 0.9504 | 172.51 | |
| -0.0575 | -9.57 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2008
Jan 2, 1990 to Sep 22, 2008
News Impact Curve
Volatility Forecasts
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