Pepco Holdings LLC MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2061 | 5.29 | |
| 0.4203 | 11.85 | |
| 0.4952 | 15.18 |
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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