Peoples Energy LLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8248 | 6.85 | |
| 0.0435 | 20.05 | |
| 0.9870 | 591.37 | |
| 7.6628 | 2.57 |
Estimation Period:
Jan 1, 1990 to Feb 21, 2007
Jan 1, 1990 to Feb 21, 2007
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