Professionals Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5735 | 3.64 | |
| 0.2606 | 4.91 | |
| 0.3884 | 4.07 | |
| 4.1232 | 3.16 | |
| -5.9536 | -3.20 | |
| 2.2643 | 2.11 | |
| 0.2205 | 0.23 | |
| -1.3825 | -1.12 | |
| 0.9650 | 0.62 | |
| 0.7895 | 0.50 | |
| -3.6728 | -2.23 | |
| 4.3187 | 3.24 |
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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