Allegheny Energy Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 11.63 | |
| 0.0344 | 13.21 | |
| 0.9505 | 639.19 | |
| 0.0275 | 6.10 |
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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