Calpine LLC APARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
3.23%
1 Week
3.32%
1 Month
3.67%
Analysis last updated: Thursday, March 8, 2018 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 4.76 | |
| 0.0646 | 23.58 | |
| 0.9354 | 470.51 | |
| 0.3566 | 14.10 | |
| 1.7571 | 23.50 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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