EMC Insurance Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 13.77 | |
| 0.0718 | 15.32 | |
| 0.9106 | 348.63 | |
| 0.0320 | 4.30 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2019
Jan 2, 1990 to Sep 13, 2019
News Impact Curve
Volatility Forecasts
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