Ameren Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.57%
increased by 1.38%
1 Week
23.28%
increased by 1.09%
1 Month
22.31%
increased by 0.12%
Analysis last updated: Monday, June 8, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 25.62 | |
| 0.0762 | 17.28 | |
| 0.8664 | 259.63 | |
| 0.0442 | 6.04 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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