Energy Future Holdings Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 17.01 | |
| 0.1321 | 21.72 | |
| 0.8590 | 169.32 | |
| 0.0263 | 0.75 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2007
Jan 1, 1990 to Oct 10, 2007
News Impact Curve
Volatility Forecasts
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