Protective Insurance Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4632 | 16.11 | |
| 0.0930 | 12.57 | |
| 0.8575 | 144.43 | |
| -0.0123 | -0.85 |
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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