Eastern Insurance Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1730 | 11.36 | |
| 0.3260 | 17.83 | |
| 0.6808 | 76.24 | |
| -0.0136 | -0.38 |
Estimation Period:
Jun 15, 2006 to Dec 31, 2013
Jun 15, 2006 to Dec 31, 2013
News Impact Curve
Volatility Forecasts
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