Bankruptcy of Pacific Gas and Electric

Fitted an ARMA-GARCH model of simple monthly returns for Pacific Gas and Electric common stock for the period 1998 through 2021, used a GARCH (1,1) model to address the volatility.
Fitted an ARMA-GARCH model of simple monthly returns for Pacific Gas and Electric common stock for the period 1998 through 2021, used a GARCH (1,1) model to address the volatility.