PMA Capital Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3560 | 3.57 | |
| 0.1960 | 7.14 | |
| 0.7369 | 26.56 | |
| 0.9196 | 1.77 | |
| -1.4847 | -1.86 | |
| 1.5568 | 2.91 | |
| -1.7896 | -3.53 | |
| 1.4104 | 2.50 | |
| -1.5824 | -2.12 | |
| 1.5877 | 1.72 | |
| -0.4113 | -0.55 | |
| -0.6491 | -1.39 | |
| 0.6020 | 2.34 |
Estimation Period:
May 30, 1994 to Sep 30, 2010
May 30, 1994 to Sep 30, 2010
News Impact Curve
Volatility Forecasts
Other PMA Capital Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities