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{type} for {date}

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	param	t-stat
$ω$	0.9886	1.96
$α$	0.1992	2.46
$β$	0.0000	0.00
$γ_{1}$	17.7229	0.43
$γ_{2}$	2.7974	0.05
$γ_{3}$	-36.9785	-1.54
$γ_{4}$	17.2196	0.70
$γ_{5}$	-11.9797	-0.47
$γ_{6}$	36.4827	1.10
$γ_{7}$	-63.1826	-1.46
$γ_{8}$	107.9041	1.94
$γ_{9}$	-172.9275	-2.62
$γ_{10}$	155.7393	3.69

V-Lab

Penn Millers Holding Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penn Millers Holding Corp Analyses