Protective Insurance Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8464 | 5.24 | |
| 0.1214 | 7.43 | |
| 0.8393 | 45.52 | |
| -0.1790 | -2.18 | |
| 0.2803 | 2.10 | |
| -0.1261 | -1.39 | |
| -0.0675 | -0.92 | |
| 0.2273 | 2.88 | |
| -0.2307 | -2.97 | |
| 0.0832 | 1.08 | |
| 0.1455 | 1.61 | |
| -0.2371 | -1.26 |
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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