Cinergy Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0728 | 15.10 | |
| 0.7341 | 42.83 | |
| 0.0287 | 3.98 | |
| 0.0563 | 0.93 | |
| 0.1577 | 1.38 | |
| 0.8048 | 5.23 |
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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