Penn Millers Holding Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 3.38 | |
| 0.1125 | 10.39 | |
| 0.8875 | 57.39 | |
| 0.2347 | 3.40 | |
| 0.5000 | 6.00 |
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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