Protective Life Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3745 | 3.92 | |
| 0.1255 | 11.70 | |
| 0.8619 | 69.82 | |
| -0.0219 | -0.27 | |
| 0.0915 | 0.67 | |
| -0.1453 | -1.29 | |
| 0.0708 | 0.79 | |
| 0.1709 | 1.66 | |
| -0.5259 | -4.59 | |
| 0.5905 | 7.52 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2015
Jan 3, 1990 to Jan 30, 2015
News Impact Curve
Volatility Forecasts
Other Protective Life Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities