Pepco Holdings LLC Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1821 | 10.49 | |
| 0.2741 | 13.52 | |
| 0.5360 | 23.48 | |
| 0.2514 | 13.01 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
News Impact Curve
Volatility Forecasts
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