Ohio Casualty Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3649 | 3.98 | |
| 0.1521 | 4.10 | |
| 0.7438 | 24.18 | |
| -0.2205 | -1.21 | |
| 0.5939 | 2.18 | |
| -0.5270 | -2.22 | |
| 0.1158 | 0.48 | |
| 0.2757 | 1.35 | |
| -0.5229 | -2.35 | |
| 0.1625 | 0.62 | |
| 0.5128 | 1.89 | |
| -0.9098 | -2.10 |
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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