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	param	t-stat
$ω$	0.0577	7.70
$α$	0.2856	21.93
$β$	0.9799	120.24
$γ$	-0.0910	-8.76

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Penn Millers Holding Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penn Millers Holding Corp Analyses