Constellation Energy Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 13.08 | |
| 0.0592 | 12.78 | |
| 0.8971 | 277.65 | |
| 0.0520 | 6.15 |
Estimation Period:
Jan 1, 1990 to Mar 12, 2012
Jan 1, 1990 to Mar 12, 2012
News Impact Curve
Volatility Forecasts
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