Penn-America Group Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1521 | 12.99 | |
| 0.1251 | 16.86 | |
| 0.8433 | 176.39 | |
| 0.0373 | 2.47 |
Estimation Period:
Oct 27, 1993 to Jan 24, 2005
Oct 27, 1993 to Jan 24, 2005
News Impact Curve
Volatility Forecasts
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