Energy Future Holdings Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1587 | 13.47 | |
| 0.7088 | 35.74 | |
| 0.0028 | 0.25 | |
| 0.0475 | 2.43 | |
| 0.1217 | 2.55 | |
| 0.8614 | 15.67 |
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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