Penn-America Group Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2868 | 15.49 | |
| 0.2162 | 34.49 | |
| 0.7666 | 137.41 | |
| 0.2885 | 3.76 |
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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