Philadelphia Consolidated Holding Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5128 | 21.53 | |
| 0.2305 | 20.10 | |
| 0.7073 | 75.65 | |
| 0.0321 | 0.45 |
Estimation Period:
Sep 16, 1993 to Nov 28, 2008
Sep 16, 1993 to Nov 28, 2008
News Impact Curve
Volatility Forecasts
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