Calpine LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
2.83%
1 Week
2.91%
1 Month
3.24%
Analysis last updated: Monday, March 1, 2021 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 5.90 | |
| 0.1677 | 35.03 | |
| 0.9962 | 1,155.66 | |
| -0.0604 | -11.89 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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