21st Century Insurance Group GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1524 | 9.13 | |
| 0.1090 | 21.40 | |
| 0.8715 | 135.66 |
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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