Dynegy Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4382 | 1.49 | |
| 0.1333 | 6.14 | |
| 0.8373 | 35.29 | |
| -0.2423 | -0.89 | |
| 0.3294 | 0.93 | |
| 0.0339 | 0.27 | |
| -0.2451 | -2.57 | |
| 0.0458 | 0.60 | |
| 0.2696 | 3.04 | |
| -0.4589 | -4.74 | |
| 0.6310 | 4.68 | |
| -0.8069 | -3.79 |
Estimation Period:
Jan 2, 1990 to Apr 6, 2018
Jan 2, 1990 to Apr 6, 2018
News Impact Curve
Volatility Forecasts
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