Peoples Energy LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 19.80 | |
| 0.0631 | 23.55 | |
| 0.9105 | 303.50 |
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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