Direct General Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8127 | 3.98 | |
| 0.1414 | 1.86 | |
| 0.1878 | 1.42 | |
| -1.2272 | -0.49 | |
| 4.2228 | 0.96 | |
| -6.6912 | -1.30 | |
| 5.6675 | 1.04 | |
| 0.0450 | 0.01 | |
| -15.7036 | -1.70 |
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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