Penn Millers Holding Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9548 | 106.54 | |
| 0.0898 | 10.48 | |
| 4.8967 | 0.20 | |
| 1.0000 | 0.20 | |
| 0.0000 | 0.00 |
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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