NYMEX GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9652 | 11.85 | |
| 0.2771 | 9.76 | |
| 0.6126 | 25.66 |
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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