Protective Insurance Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3057 | 16.26 | |
| 0.2117 | 21.11 | |
| 0.8758 | 102.95 | |
| 0.0099 | 0.92 |
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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