Philadelphia Consolidated Holding Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2438 | 10.90 | |
| 0.5286 | 31.04 | |
| 0.0478 | 1.55 | |
| 0.0076 | 2.06 | |
| 0.0090 | 4.57 | |
| 0.9897 | 412.20 |
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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