Penn-America Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1886 | 12.62 | |
| 0.0932 | 17.74 | |
| 0.8357 | 170.10 | |
| 0.1274 | 6.28 |
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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