SCPIE Holdings Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2289 | 17.62 | |
| 0.2074 | 18.84 | |
| 0.7725 | 113.36 | |
| 0.0310 | 1.46 |
Estimation Period:
Jan 29, 1997 to Jun 30, 2008
Jan 29, 1997 to Jun 30, 2008
News Impact Curve
Volatility Forecasts
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