Peoples Energy LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1164 | 25.15 | |
| 0.1003 | 31.92 | |
| 0.8348 | 229.14 | |
| 0.1364 | 4.00 |
Estimation Period:
Jan 1, 1990 to Feb 21, 2007
Jan 1, 1990 to Feb 21, 2007
News Impact Curve
Volatility Forecasts
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