Allegheny Energy Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6551 | 6.13 | |
| 0.0669 | 7.44 | |
| 0.9029 | 62.06 | |
| 0.2439 | 2.96 | |
| -0.3408 | -2.63 | |
| 0.1631 | 1.87 | |
| -0.0671 | -0.85 | |
| -0.1600 | -1.87 | |
| 0.4076 | 4.14 | |
| -0.6228 | -4.26 |
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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