Protective Insurance Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7014 | 5.05 | |
| 0.0930 | 5.48 | |
| 0.8158 | 21.83 | |
| -0.0956 | -0.95 | |
| 0.1189 | 0.73 | |
| -0.0341 | -0.29 | |
| 0.0430 | 0.46 | |
| -0.1713 | -2.18 | |
| 0.3464 | 4.07 | |
| -0.4116 | -2.80 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
Other Protective Insurance Corp Analyses
Other Spline-GARCH Analyses on Equities