State Auto Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 14.92 | |
| 0.2094 | 39.57 | |
| 0.9808 | 888.40 | |
| -0.0610 | -15.12 |
Estimation Period:
Jun 28, 1991 to Feb 25, 2022
Jun 28, 1991 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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