Penn-America Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 12.91 | |
| 0.2388 | 32.96 | |
| 0.9679 | 397.80 | |
| -0.0552 | -7.60 |
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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