Ohio Casualty Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0920 | 14.76 | |
| 0.1521 | 24.06 | |
| 0.8445 | 175.51 | |
| 0.1247 | 1.91 |
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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