El Paso LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 7.82 | |
| 0.0261 | 10.12 | |
| 0.9409 | 423.65 | |
| 0.0588 | 9.19 |
Estimation Period:
Mar 16, 1992 to May 24, 2012
Mar 16, 1992 to May 24, 2012
News Impact Curve
Volatility Forecasts
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