Skip to main content
V-Lab

Philadelphia Consolidated Holding Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 06:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philadelphia Consolidated Holding Corp S0GARCH
paramt-stat
ω1.55525.50
α0.22194.57
β0.53507.19
γ1-0.0342-0.11
γ20.20730.47
γ3-0.2863-0.80
γ40.17500.41
γ5-0.1045-0.25
γ6-0.0630-0.19
γ70.25680.89
γ8-0.3663-1.18
γ90.78702.36
γ10-0.9344-3.26
Estimation Period:
Sep 16, 1993 to Nov 28, 2008
Impact of return on volatility tomorrow
Volatility Forecasts