Penn Millers Holding Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 3.68 | |
| 0.1622 | 17.15 | |
| 0.8378 | 54.99 |
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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