PMA Capital Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 8.98 | |
| 0.0320 | 7.01 | |
| 0.9130 | 186.82 | |
| 0.1100 | 12.95 |
Estimation Period:
May 30, 1994 to Sep 30, 2010
May 30, 1994 to Sep 30, 2010
News Impact Curve
Volatility Forecasts
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