Constellation Energy Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8779 | 4.69 | |
| 0.1218 | 7.36 | |
| 0.7440 | 22.00 | |
| 0.1585 | 1.16 | |
| -0.1459 | -0.76 | |
| -0.1170 | -1.04 | |
| 0.2819 | 2.77 | |
| -0.2098 | -2.04 | |
| -0.2132 | -1.47 | |
| 0.4242 | 2.42 | |
| -0.0061 | -0.05 | |
| -0.5067 | -4.10 | |
| 0.4845 | 4.87 |
Estimation Period:
Jan 1, 1990 to Mar 12, 2012
Jan 1, 1990 to Mar 12, 2012
News Impact Curve
Volatility Forecasts
Other Constellation Energy Group Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities