Peoples Energy LLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7481 | 7,480,880.00 | |
| 0.0019 | 19,120.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.6627 | 363.99 | |
| 0.0300 | 15,012.50 | |
| 0.0000 | 0.16 |
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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