Philadelphia Consolidated Holding Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 11.35 | |
| 0.1815 | 22.95 | |
| 0.9698 | 427.42 | |
| -0.0674 | -9.08 |
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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