El Paso Electric Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9082 | 2.50 | |
| 0.1673 | 9.99 | |
| 0.8179 | 59.08 | |
| -0.3622 | -1.78 | |
| 0.4928 | 1.24 | |
| -0.2301 | -0.61 | |
| 0.1327 | 0.47 | |
| -0.0393 | -0.28 | |
| 0.0890 | 0.96 | |
| -0.2017 | -2.26 | |
| 0.2361 | 2.27 | |
| -0.1711 | -1.11 | |
| -0.2547 | -0.84 |
Estimation Period:
Jan 2, 1990 to Jul 24, 2020
Jan 2, 1990 to Jul 24, 2020
News Impact Curve
Volatility Forecasts
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