Harleysville Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 13.45 | |
| 0.0661 | 17.07 | |
| 0.9058 | 392.63 | |
| 0.0562 | 7.17 |
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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