Direct General Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7376 | 2.34 | |
| 0.1765 | 2.00 | |
| 0.1110 | 1.05 | |
| -3.5954 | -0.37 | |
| 3.7259 | 0.27 | |
| 6.5036 | 0.63 | |
| -16.9266 | -1.22 | |
| 17.4190 | 1.43 | |
| -12.4693 | -1.76 | |
| 15.2956 | 2.53 | |
| -23.2805 | -4.27 | |
| 19.2791 | 4.72 |
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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