Piedmont Natural Gas Co Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9956 | 4.22 | |
| 0.0794 | 9.38 | |
| 0.9027 | 96.97 | |
| 0.1364 | 1.04 | |
| -0.2682 | -1.35 | |
| 0.2483 | 1.78 | |
| -0.2018 | -1.56 | |
| 0.0146 | 0.11 | |
| 0.2784 | 2.05 | |
| -0.3832 | -2.89 | |
| 0.2911 | 2.38 | |
| -0.3945 | -3.34 | |
| 0.5031 | 6.13 |
Estimation Period:
Jan 2, 1990 to Sep 30, 2016
Jan 2, 1990 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
Other Piedmont Natural Gas Co Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities