Cinergy Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 13.58 | |
| 0.0369 | 11.57 | |
| 0.9310 | 328.50 | |
| 0.0280 | 4.21 |
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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