Constellation Energy Group Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0709 | 12.51 | |
| 0.7155 | 53.27 | |
| 0.1138 | 13.51 | |
| 0.0341 | 1.43 | |
| 0.0960 | 2.31 | |
| 0.8905 | 17.13 |
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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