Professionals Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 6.51 | |
| 0.0337 | 9.04 | |
| 0.9333 | 324.40 | |
| 0.0661 | 8.66 |
Estimation Period:
May 31, 1993 to Jun 27, 2001
May 31, 1993 to Jun 27, 2001
News Impact Curve
Volatility Forecasts
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