21st Century Insurance Group MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2656 | 12.11 | |
| 0.4214 | 16.42 | |
| 0.0822 | 2.42 | |
| 0.0921 | 1.13 | |
| 0.0668 | 3.09 | |
| 0.9213 | 35.34 |
Estimation Period:
Jan 1, 1990 to Sep 27, 2007
Jan 1, 1990 to Sep 27, 2007
News Impact Curve
Volatility Forecasts
Other 21st Century Insurance Group Analyses
Other MF2-GARCH Analyses on Equities