21st Century Insurance Group AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 0.27 | |
| 0.0929 | 27.79 | |
| 0.9061 | 258.22 | |
| 0.8449 | 8.35 |
Estimation Period:
Jan 1, 1990 to Sep 27, 2007
Jan 1, 1990 to Sep 27, 2007
News Impact Curve
Volatility Forecasts
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