Harleysville Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0468 | 5.10 | |
| 0.1903 | 4.72 | |
| 0.7225 | 26.82 | |
| -0.0994 | -4.07 | |
| 0.1833 | 4.85 | |
| -0.1577 | -5.65 | |
| 0.1306 | 4.92 | |
| -0.2145 | -4.86 |
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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