Philadelphia Consolidated Holding Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5338 | 8.23 | |
| 0.2304 | 4.44 | |
| 0.5410 | 7.63 | |
| 0.0342 | 1.86 | |
| -0.0794 | -2.81 | |
| 0.1581 | 4.23 |
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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