Protective Insurance Corp MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 3.72 | |
| 0.1162 | 25.65 | |
| 0.8794 | 247.52 |
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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