Peoples Energy LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 12.47 | |
| 0.1254 | 22.53 | |
| 0.9797 | 754.22 | |
| -0.0202 | -4.58 |
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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