PMA Capital Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0432 | 4.25 | |
| 0.7868 | 70.66 | |
| 0.1872 | 19.37 | |
| 0.5360 | 1.16 | |
| 1.0000 | 1.75 | |
| 0.0000 | 0.00 |
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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