SCPIE Holdings Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0032 | 22.09 | |
| 0.3027 | 26.57 | |
| 0.5547 | 65.18 | |
| 0.1857 | 2.33 |
Estimation Period:
Jan 28, 1997 to Jun 30, 2008
Jan 28, 1997 to Jun 30, 2008
News Impact Curve
Volatility Forecasts
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