Delphi Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 12.76 | |
| 0.0512 | 12.85 | |
| 0.8833 | 230.09 | |
| 0.1309 | 16.53 |
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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