Spectra Energy LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 12.43 | |
| 0.0264 | 8.19 | |
| 0.8899 | 197.40 | |
| 0.1139 | 12.15 |
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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