Ohio Casualty Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 19.40 | |
| 0.1284 | 26.11 | |
| 0.8360 | 256.14 | |
| 0.0711 | 7.91 |
Estimation Period:
Jan 1, 1990 to Aug 24, 2007
Jan 1, 1990 to Aug 24, 2007
News Impact Curve
Volatility Forecasts
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