SCPIE Holdings Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6750 | 20.14 | |
| 0.2347 | 22.23 | |
| 0.6699 | 64.79 |
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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