Philadelphia Consolidated Holding Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3500 | 19.25 | |
| 0.1393 | 14.83 | |
| 0.7780 | 102.48 | |
| 0.0867 | 4.88 |
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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