Ohio Casualty Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2965 | 4.82 | |
| 0.1344 | 5.76 | |
| 0.7299 | 19.04 | |
| -0.2005 | -1.23 | |
| 0.5571 | 2.29 | |
| -0.4978 | -2.35 | |
| 0.0941 | 0.43 | |
| 0.2944 | 1.59 | |
| -0.5487 | -2.70 | |
| 0.2220 | 0.88 | |
| 0.3515 | 1.32 | |
| -0.3674 | -1.66 |
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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