Ohio Casualty Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0647 | 13.36 | |
| 0.2835 | 25.86 | |
| 0.9660 | 388.11 | |
| -0.0226 | -2.37 |
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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