Penn Millers Holding Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0194 | 3.07 | |
| 0.1626 | 2.33 | |
| 0.0000 | 0.00 | |
| 24.7109 | 1.43 | |
| -25.8073 | -1.04 | |
| -9.9770 | -0.71 | |
| 20.8498 | 1.47 | |
| -19.7908 | -1.30 | |
| 30.9478 | 1.63 | |
| -89.2200 | -2.01 |
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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