V-Lab
V-Lab
Ameren Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:17.27% (-0.92%)

Analysis last updated: Thursday, April 25, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ameren Corp GJR-GARCH
paramt-stat
ω0.049925.41
α0.077016.79
β0.8631254.08
γ0.04916.38
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts