Cinergy Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 7.85 | |
| 0.1058 | 24.40 | |
| 0.9834 | 746.70 | |
| -0.0295 | -6.87 |
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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