Delphi Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1123 | 2.75 | |
| 0.1895 | 8.72 | |
| 0.7867 | 65.92 | |
| -0.2718 | -1.29 | |
| 0.2787 | 0.77 | |
| 0.2043 | 0.82 | |
| -0.4747 | -2.24 | |
| 0.3673 | 1.64 | |
| -0.1644 | -0.84 | |
| 0.4938 | 2.30 | |
| -1.2939 | -4.41 | |
| 1.3569 | 5.53 |
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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