Protective Insurance Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4982 | 16.38 | |
| 0.0914 | 24.69 | |
| 0.8495 | 137.97 | |
| -0.0467 | -0.28 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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