Integrys Energy Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 15.03 | |
| 0.0601 | 9.81 | |
| 0.8996 | 199.08 | |
| 0.0512 | 2.27 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
News Impact Curve
Volatility Forecasts
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