Harleysville Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7758 | 5.06 | |
| 0.1907 | 5.07 | |
| 0.7234 | 28.50 | |
| -0.3751 | -3.26 | |
| 0.4322 | 2.46 | |
| 0.0094 | 0.08 | |
| -0.0617 | -0.57 | |
| -0.0545 | -0.45 | |
| -0.0201 | -0.16 | |
| 0.2577 | 2.02 | |
| -0.4651 | -4.01 | |
| 0.4493 | 5.48 |
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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