NV Energy Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 5.99 | |
| 0.0417 | 8.72 | |
| 0.8396 | 46.85 | |
| 0.2374 | 3.52 |
Estimation Period:
Aug 27, 1999 to Jan 2, 2014
Aug 27, 1999 to Jan 2, 2014
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities