Protective Life Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2345 | 4.35 | |
| 0.1268 | 9.65 | |
| 0.8483 | 45.98 | |
| 0.0204 | 0.48 | |
| 0.0183 | 0.25 | |
| -0.1273 | -1.82 | |
| 0.1989 | 2.60 | |
| -0.1633 | -2.16 | |
| -0.2259 | -2.53 |
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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