Constellation Energy Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9062 | 4.92 | |
| 0.1204 | 7.67 | |
| 0.7621 | 24.53 | |
| 0.1863 | 1.73 | |
| -0.2320 | -1.53 | |
| 0.0015 | 0.02 | |
| 0.2571 | 2.49 | |
| -0.4985 | -3.79 | |
| 0.3486 | 3.00 | |
| 0.1362 | 1.24 | |
| -0.4160 | -2.92 | |
| 0.1971 | 1.22 |
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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