Penn Millers Holding Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1066 | 6.17 | |
| 0.2209 | 7.78 | |
| 0.7771 | 76.88 | |
| -0.0424 | -0.81 |
Estimation Period:
Oct 16, 2009 to Nov 30, 2011
Oct 16, 2009 to Nov 30, 2011
News Impact Curve
Volatility Forecasts
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