Energy Future Holdings Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 16.23 | |
| 0.1339 | 11.28 | |
| 0.8588 | 163.18 | |
| -0.0046 | -0.30 |
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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