Spectra Energy LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 9.81 | |
| 0.1248 | 22.54 | |
| 0.8401 | 117.09 |
Estimation Period:
Dec 15, 2006 to Feb 24, 2017
Dec 15, 2006 to Feb 24, 2017
News Impact Curve
Volatility Forecasts
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