21st Century Insurance Group EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 6.54 | |
| 0.1923 | 30.78 | |
| 0.9805 | 327.28 | |
| -0.0847 | -8.28 |
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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