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	param	t-stat
$ω$	2.0513	3.75
$α$	0.0656	37.29
$β$	0.9915	419.41
$ν$	4.7362	10.63

V-Lab

Pepco Holdings LLC GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pepco Holdings LLC Analyses