Delphi Financial Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 12.70 | |
| 0.2001 | 42.48 | |
| 0.9883 | 899.28 | |
| -0.0675 | -15.10 |
Estimation Period:
Mar 12, 1990 to May 15, 2012
Mar 12, 1990 to May 15, 2012
News Impact Curve
Volatility Forecasts
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