State Auto Financial Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0589 | 6.17 | |
| 0.7798 | 27.55 | |
| 0.1062 | 19.76 | |
| 0.0015 | 0.05 | |
| 1.0000 | 0.06 | |
| 0.0000 | 0.00 |
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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