Allegheny Energy Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6662 | 5.49 | |
| 0.0670 | 7.83 | |
| 0.9103 | 77.19 | |
| 0.1719 | 2.77 | |
| -0.2518 | -2.53 | |
| 0.1739 | 2.31 | |
| -0.2296 | -3.61 | |
| 0.2162 | 3.71 | |
| -0.1012 | -2.14 |
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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