Ohio Casualty Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0923 | 18.15 | |
| 0.1499 | 25.16 | |
| 0.8469 | 189.84 |
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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