Calpine LLC GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
3.92%
1 Week
4.12%
1 Month
4.82%
Analysis last updated: Thursday, March 26, 2026 at 06:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1877 | 4.87 | |
| 0.0701 | 58.97 | |
| 0.9990 | 4,603.69 | |
| 4.9595 | 42.05 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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