Pepco Holdings LLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0513 | 3.75 | |
| 0.0656 | 37.29 | |
| 0.9915 | 419.41 | |
| 4.7362 | 10.63 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
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