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	param	t-stat
$ω$	2.5589	6.69
$α$	0.2058	5.92
$β$	0.7115	16.52
$γ_{1}$	0.0861	3.15
$γ_{2}$	-0.1517	-2.68

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Penn-America Group Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penn-America Group Inc Analyses