Cinergy Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 12.65 | |
| 0.0573 | 24.63 | |
| 0.9210 | 287.80 | |
| 0.2512 | 7.55 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2006
Jan 1, 1990 to Mar 31, 2006
News Impact Curve
Volatility Forecasts
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