NYMEX EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2714 | 6.38 | |
| 0.3577 | 11.49 | |
| 0.8478 | 51.77 | |
| -0.2314 | -8.09 |
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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