Progress Energy Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 18.03 | |
| 0.0580 | 17.25 | |
| 0.8988 | 310.45 | |
| 0.0446 | 5.89 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2012
Jan 2, 1990 to Jul 2, 2012
News Impact Curve
Volatility Forecasts
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