Philadelphia Consolidated Holding Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4809 | 20.77 | |
| 0.2209 | 19.49 | |
| 0.7207 | 76.22 |
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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