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	param	t-stat
$ω$	2.3029	4.74
$α$	0.2124	5.98
$β$	0.6926	15.71
$γ_{1}$	-0.0062	-0.06
$γ_{2}$	0.1520	0.87
$γ_{3}$	-0.2741	-2.03
$γ_{4}$	0.2004	2.10

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Penn-America Group Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penn-America Group Inc Analyses