Calpine Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 5.90 | |
| 0.1677 | 35.03 | |
| 0.9962 | 1,155.66 | |
| -0.0604 | -11.89 |
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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