Protective Insurance Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1218 | 21.09 | |
| 0.7773 | 65.64 | |
| -0.0281 | -2.87 | |
| 0.4706 | 0.86 | |
| 0.9933 | 0.82 | |
| 0.0000 | 0.00 |
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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