Piedmont Natural Gas Co Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8338 | 5.34 | |
| 0.1089 | 8.59 | |
| 0.8370 | 56.93 | |
| 0.0844 | 1.12 | |
| -0.1823 | -1.64 | |
| 0.2042 | 2.71 | |
| -0.2607 | -3.97 | |
| 0.2710 | 4.46 | |
| -0.0994 | -1.66 | |
| -0.1362 | -2.09 | |
| 0.2570 | 3.04 | |
| -0.6593 | -5.89 |
Estimation Period:
Jan 2, 1990 to Sep 30, 2016
Jan 2, 1990 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
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