Calpine Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 3.83 | |
| 0.0888 | 22.65 | |
| 0.8694 | 234.59 | |
| 0.0837 | 11.85 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
News Impact Curve
Volatility Forecasts
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