Calpine LLC GARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
3.28%
1 Week
3.34%
1 Month
3.58%
Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 2.69 | |
| 0.0790 | 34.22 | |
| 0.9210 | 478.93 |
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Jan 11, 2008 to Mar 2, 2018
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