Allegheny Energy Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 20.45 | |
| 0.1483 | 30.58 | |
| 0.8253 | 258.73 | |
| 0.0528 | 7.62 |
Estimation Period:
Jan 1, 1990 to Feb 25, 2011
Jan 1, 1990 to Feb 25, 2011
News Impact Curve
Volatility Forecasts
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