American Financial Hldgs Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8743 | 13.17 | |
| 0.1741 | 5.56 | |
| 0.3748 | 10.82 | |
| 0.0995 | 1.44 |
Estimation Period:
Nov 26, 1999 to Feb 14, 2003
Nov 26, 1999 to Feb 14, 2003
News Impact Curve
Volatility Forecasts
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