Calpine Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 2.69 | |
| 0.0790 | 34.22 | |
| 0.9210 | 478.93 |
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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