Direct General Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7872 | 19.01 | |
| 0.5770 | 4.15 | |
| 0.4075 | 17.21 | |
| -0.4947 | -3.32 |
Estimation Period:
Aug 8, 2003 to Mar 30, 2007
Aug 8, 2003 to Mar 30, 2007
News Impact Curve
Volatility Forecasts
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