Calpine Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -2.03 | |
| 0.1372 | 47.53 | |
| 0.8834 | 466.20 | |
| 0.2222 | 6.31 |
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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