Protective Life Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 14.18 | |
| 0.1675 | 30.27 | |
| 0.9923 | 1,385.84 | |
| -0.0463 | -9.28 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2015
Jan 3, 1990 to Jan 30, 2015
News Impact Curve
Volatility Forecasts
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