Philadelphia Consolidated Holding Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5552 | 5.50 | |
| 0.2219 | 4.57 | |
| 0.5350 | 7.19 | |
| -0.0342 | -0.11 | |
| 0.2073 | 0.47 | |
| -0.2863 | -0.80 | |
| 0.1750 | 0.41 | |
| -0.1045 | -0.25 | |
| -0.0630 | -0.19 | |
| 0.2568 | 0.89 | |
| -0.3663 | -1.18 | |
| 0.7870 | 2.36 | |
| -0.9344 | -3.26 |
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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