Allegheny Energy Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 10.75 | |
| 0.1136 | 28.77 | |
| 0.9936 | 2,044.53 | |
| -0.0266 | -5.91 |
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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