Penn Millers Holding Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.1593 | 6.78 | |
| 0.1563 | 52.73 | |
| 0.9989 | 6,017.43 | |
| 2.5276 | 185.49 |
Estimation Period:
Oct 15, 2009 to Nov 30, 2011
Oct 15, 2009 to Nov 30, 2011
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