Calpine LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
2.74%
1 Week
3.04%
1 Month
4.17%
Analysis last updated: Thursday, March 8, 2018 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -2.03 | |
| 0.1372 | 47.53 | |
| 0.8834 | 466.20 | |
| 0.2222 | 6.31 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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