NYMEX AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1196 | 30.95 | |
| 0.4876 | 13.28 | |
| 0.0000 | 0.00 | |
| 0.4186 | 3.82 |
Estimation Period:
Nov 16, 2006 to Aug 21, 2008
Nov 16, 2006 to Aug 21, 2008
News Impact Curve
Volatility Forecasts
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