Professionals Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5517 | 3.46 | |
| 0.2525 | 4.49 | |
| 0.2961 | 2.83 | |
| 4.4117 | 2.62 | |
| -5.4445 | -2.30 | |
| -0.0081 | -0.01 | |
| 3.1253 | 2.63 | |
| -3.8659 | -3.22 | |
| 3.0176 | 2.02 | |
| -2.1800 | -1.09 | |
| 2.9708 | 1.35 | |
| -6.7609 | -2.99 | |
| 10.9672 | 4.79 |
Estimation Period:
May 31, 1993 to Jun 27, 2001
May 31, 1993 to Jun 27, 2001
News Impact Curve
Volatility Forecasts
Other Professionals Group Inc Analyses
Other Spline-GARCH Analyses on Equities