Harleysville Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 14.32 | |
| 0.2023 | 31.60 | |
| 0.9783 | 584.08 | |
| -0.0396 | -5.29 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2012
Jan 1, 1990 to Apr 30, 2012
News Impact Curve
Volatility Forecasts
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