State Auto Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1809 | 18.65 | |
| 0.0693 | 18.54 | |
| 0.8617 | 280.68 | |
| 0.0995 | 8.94 |
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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