Penn-America Group Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0637 | 12.89 | |
| 0.5959 | 42.02 | |
| 0.2355 | 14.20 | |
| 1.0690 | 2.47 | |
| 0.8558 | 11.68 | |
| 0.0000 | 0.00 |
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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