Penn Millers Holding Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 3.22 | |
| 0.0897 | 9.11 | |
| 0.8524 | 47.95 | |
| 0.1158 | 3.36 |
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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