Peoples Energy LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0881 | 8.40 | |
| 0.0652 | 5.83 | |
| 0.9034 | 67.30 | |
| -0.0003 | -0.10 |
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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