Vectren LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 5.10 | |
| 0.0515 | 17.27 | |
| 0.9331 | 560.42 | |
| 0.0307 | 4.06 |
Estimation Period:
Apr 3, 2000 to Jan 25, 2019
Apr 3, 2000 to Jan 25, 2019
News Impact Curve
Volatility Forecasts
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