Allegheny Energy Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 11.94 | |
| 0.0534 | 31.70 | |
| 0.9460 | 613.11 |
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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