Ohio Casualty Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 13.94 | |
| 0.1346 | 22.01 | |
| 0.8654 | 138.86 | |
| 0.1009 | 2.18 | |
| 0.8307 | 30.14 |
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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