Penn-America Group Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2144 | 14.34 | |
| 0.1803 | 29.95 | |
| 0.8112 | 155.85 |
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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