Protective Insurance Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0673 | 18.92 | |
| 0.1277 | 16.80 | |
| 0.8847 | 328.03 | |
| -0.0249 | -2.30 |
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 GJR-GARCH Analyses on Equities