Protective Insurance Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 25.20 | |
| 0.2014 | 38.80 | |
| 0.9828 | 1,158.99 | |
| 0.0085 | 1.39 |
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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