Energy Future Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 15.24 | |
| 0.2314 | 22.10 | |
| 0.9768 | 535.80 | |
| -0.0040 | -0.46 |
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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