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{type} for {date}

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	param	t-stat
$ω$	1.3613	3.89
$α$	0.1964	6.89
$β$	0.7197	23.71
$γ_{1}$	1.0122	2.07
$γ_{2}$	-1.6196	-2.14
$γ_{3}$	1.6245	3.23
$γ_{4}$	-1.8416	-4.00
$γ_{5}$	1.4565	2.81
$γ_{6}$	-1.6089	-2.31
$γ_{7}$	1.6524	1.94
$γ_{8}$	-0.6765	-0.98
$γ_{9}$	0.1661	0.32
$γ_{10}$	-1.8446	-2.45

V-Lab

PMA Capital Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PMA Capital Corp Analyses