Penn Millers Holding Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 1.59 | |
| 0.3600 | 32.45 | |
| 0.7658 | 82.08 | |
| 0.2498 | 5.73 |
Estimation Period:
Oct 15, 2009 to Nov 30, 2011
Oct 15, 2009 to Nov 30, 2011
News Impact Curve
Volatility Forecasts
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